+202.4%
VLO vs MP
+154.2%
+48.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.4% |
| 30D | +22.6% | +13.8% | +8.8% | +21.5% |
| 3M | +43.8% | -16.7% | +60.5% | +44.8% |
| 6M | +65.7% | -11.5% | +77.2% | +65.6% |
| YTD | +131.1% | +7.9% | +123.2% | +127.2% |
| 1Y | +143.6% | -15.0% | +158.7% | +141.7% |
| All | +202.4% | +154.2% | +48.2% | +171.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling