+199.0%
VLO vs MPC
+160.2%
+38.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -0.2% |
| 7D | -13.3% | -16.2% | +2.9% | +1.9% |
| 30D | -18.3% | -15.7% | -2.6% | -4.2% |
| 3M | +14.3% | +24.9% | -10.6% | -6.8% |
| 6M | +47.6% | +52.7% | -5.0% | +0.1% |
| YTD | +116.0% | +131.9% | -15.9% | -0.2% |
| 1Y | +101.0% | +96.6% | +4.4% | +7.8% |
| 3Y | +199.0% | +163.8% | +35.2% | +23.4% |
| All | +199.0% | +160.2% | +38.9% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling