+120.6%
VLO vs MPC
+122.9%
-2.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -8.1% | +2.4% | +1.8% |
| 7D | -6.0% | -10.9% | +5.0% | +4.7% |
| 30D | -12.9% | -9.4% | -3.5% | -4.2% |
| 3M | +18.3% | +26.0% | -7.6% | -4.3% |
| 6M | +46.4% | +56.5% | -10.1% | -3.4% |
| YTD | +127.7% | +144.3% | -16.5% | -1.3% |
| 1Y | +120.6% | +117.2% | +3.4% | +6.0% |
| All | +120.6% | +122.9% | -2.3% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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