+199.0%
VLO vs MP
+114.3%
+84.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.9% | -6.3% | -1.6% |
| 7D | -13.3% | -10.5% | -2.8% | -12.9% |
| 30D | -18.3% | -23.5% | +5.2% | -17.3% |
| 3M | +14.3% | -25.4% | +39.8% | +15.7% |
| 6M | +47.6% | -51.3% | +98.9% | +52.5% |
| YTD | +116.0% | -29.9% | +145.9% | +116.9% |
| 1Y | +101.0% | -31.8% | +132.8% | +101.9% |
| 3Y | +199.0% | +127.0% | +72.0% | +161.4% |
| All | +199.0% | +114.3% | +84.7% | +161.4% |
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 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