+597.5%
VLO vs MP
+257.7%
+339.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.9% |
| 7D | -13.3% | -10.5% | -2.8% | -12.3% |
| 30D | -18.3% | -23.5% | +5.2% | -16.2% |
| 3M | +14.3% | -25.4% | +39.8% | +17.2% |
| 6M | +47.6% | -51.3% | +98.9% | +57.7% |
| YTD | +116.0% | -29.9% | +145.9% | +118.4% |
| 1Y | +101.0% | -31.8% | +132.8% | +103.0% |
| 3Y | +199.0% | +127.0% | +72.0% | +134.5% |
| 5Y | +419.0% | -3.3% | +422.3% | +350.0% |
| All | +597.5% | +257.7% | +339.8% | +368.7% |
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