+607.1%
VLO vs MP
+240.8%
+366.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.2% | -3.2% |
| 7D | -8.7% | -19.0% | +10.3% | -6.6% |
| 30D | -16.2% | -30.5% | +14.3% | -13.1% |
| 3M | +16.2% | -29.6% | +45.7% | +19.8% |
| 6M | +39.8% | -50.4% | +90.2% | +48.8% |
| YTD | +119.0% | -33.2% | +152.2% | +122.6% |
| 1Y | +110.8% | -38.6% | +149.4% | +115.4% |
| 3Y | +201.7% | +105.5% | +96.2% | +139.9% |
| 5Y | +426.2% | -7.8% | +434.0% | +358.7% |
| All | +607.1% | +240.8% | +366.3% | +377.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling