+654.8%
VLO vs MP
+278.3%
+376.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +2.9% |
| 7D | +6.8% | +11.0% | -4.2% | +5.6% |
| 30D | -17.9% | -11.7% | -6.1% | -16.9% |
| 3M | +13.5% | -30.8% | +44.3% | +17.5% |
| 6M | +53.0% | -42.9% | +95.9% | +60.6% |
| YTD | +133.7% | -25.9% | +159.6% | +135.0% |
| 1Y | +115.7% | -37.3% | +153.0% | +120.5% |
| 3Y | +231.9% | +150.7% | +81.3% | +157.1% |
| 5Y | +471.6% | -19.3% | +490.8% | +407.5% |
| All | +654.8% | +278.3% | +376.6% | +404.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling