+20,733.9%
VLO vs MLM
+3,039.4%
+17,694.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.2% | +1.3% | -1.7% |
| 7D | -8.7% | -1.2% | -7.4% | -8.3% |
| 30D | -16.2% | +7.9% | -24.2% | -19.2% |
| 3M | +16.2% | -4.5% | +20.6% | +17.5% |
| 6M | +39.8% | -12.6% | +52.4% | +44.6% |
| YTD | +119.0% | -14.9% | +133.8% | +125.9% |
| 1Y | +110.8% | -13.1% | +123.9% | +115.3% |
| 3Y | +201.7% | +21.2% | +180.5% | +161.4% |
| 5Y | +426.2% | +32.0% | +394.2% | +324.4% |
| 10Y | +790.3% | +195.3% | +595.0% | +387.9% |
| All | +20,733.9% | +3,039.4% | +17,694.5% | +6,173.5% |
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