+203.1%
VLO vs MP
+104.2%
+98.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.2% | -3.6% |
| 7D | -8.7% | -19.0% | +10.3% | -7.8% |
| 30D | -16.2% | -30.5% | +14.3% | -14.8% |
| 3M | +16.2% | -29.6% | +45.7% | +17.8% |
| 6M | +39.8% | -50.4% | +90.2% | +44.1% |
| YTD | +119.0% | -33.2% | +152.2% | +120.4% |
| 1Y | +110.8% | -38.6% | +149.4% | +112.9% |
| All | +203.1% | +104.2% | +98.9% | +165.7% |
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 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