+21,890.0%
VLO vs MLM
+2,961.7%
+18,928.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | +5.2% | -2.9% | +8.1% | +6.4% |
| 30D | +22.6% | -6.8% | +29.4% | +26.0% |
| 3M | +43.8% | -11.2% | +55.0% | +49.1% |
| 6M | +65.7% | -21.8% | +87.6% | +79.4% |
| YTD | +131.1% | -17.0% | +148.1% | +142.2% |
| 1Y | +143.6% | -16.4% | +160.0% | +153.6% |
| 3Y | +201.4% | +14.5% | +186.9% | +167.8% |
| 5Y | +568.9% | +41.7% | +527.1% | +423.5% |
| 10Y | +891.8% | +200.0% | +691.8% | +441.8% |
| All | +21,890.0% | +2,961.7% | +18,928.2% | +6,627.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling