+717.1%
VLO vs MPC
+1,105.8%
-388.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -9.5% | -8.8% | -0.7% | -2.1% |
| 30D | -19.1% | -14.4% | -4.8% | -7.4% |
| 3M | +11.4% | +21.9% | -10.6% | -6.3% |
| 6M | +46.7% | +60.1% | -13.4% | -2.5% |
| YTD | +118.6% | +142.3% | -23.7% | +1.5% |
| 1Y | +99.9% | +101.7% | -1.8% | +8.6% |
| 3Y | +210.5% | +184.8% | +25.7% | +24.9% |
| 5Y | +432.7% | +564.6% | -131.9% | +7.9% |
| 10Y | +717.1% | +1,098.3% | -381.2% | +9.8% |
| All | +717.1% | +1,105.8% | -388.6% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling