+115.7%
VLO vs MP
-39.6%
+155.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.0% | +1.1% | +3.0% |
| 7D | +6.8% | +11.0% | -4.2% | +6.5% |
| 30D | -17.9% | -11.7% | -6.1% | -17.6% |
| 3M | +13.5% | -30.8% | +44.3% | +14.8% |
| 6M | +53.0% | -42.9% | +95.9% | +56.1% |
| YTD | +133.7% | -25.9% | +159.6% | +129.4% |
| 1Y | +115.7% | -37.3% | +153.0% | +113.9% |
| All | +115.7% | -39.6% | +155.3% | +113.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling