+869.5%
VLO vs MPC
+1,119.4%
-249.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | +5.2% | +5.4% | -0.2% | +0.5% |
| 30D | +22.6% | +31.0% | -8.4% | -3.2% |
| 3M | +43.8% | +46.0% | -2.3% | +3.4% |
| 6M | +65.7% | +77.3% | -11.6% | +0.8% |
| YTD | +131.1% | +141.9% | -10.8% | +7.5% |
| 1Y | +143.6% | +120.9% | +22.7% | +22.3% |
| 3Y | +201.4% | +182.7% | +18.7% | +22.2% |
| 5Y | +568.9% | +646.4% | -77.5% | +23.6% |
| All | +869.5% | +1,119.4% | -249.9% | +19.2% |
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