+618.2%
VLO vs MP
+281.3%
+336.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.6% | -3.6% | +2.3% |
| 7D | -6.5% | -1.6% | -4.9% | -6.3% |
| 30D | -17.8% | -18.2% | +0.4% | -16.2% |
| 3M | +19.6% | -26.1% | +45.7% | +22.8% |
| 6M | +49.3% | -44.0% | +93.3% | +57.0% |
| YTD | +122.4% | -25.3% | +147.7% | +123.4% |
| 1Y | +107.4% | -35.6% | +143.0% | +111.4% |
| 3Y | +223.1% | +147.1% | +76.0% | +150.9% |
| 5Y | +432.2% | -11.3% | +443.5% | +366.8% |
| All | +618.2% | +281.3% | +336.9% | +379.4% |
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