+2,679.1%
VLO vs MPC
+2,885.5%
-206.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.9% | 0.0% | -0.6% |
| 7D | -8.7% | -12.8% | +4.1% | +2.2% |
| 30D | -16.2% | -12.7% | -3.5% | -6.1% |
| 3M | +16.2% | +27.1% | -10.9% | -4.7% |
| 6M | +39.8% | +45.8% | -6.0% | +2.6% |
| YTD | +119.0% | +134.7% | -15.8% | +8.7% |
| 1Y | +110.8% | +106.0% | +4.8% | +16.4% |
| 3Y | +201.7% | +165.5% | +36.2% | +35.4% |
| 5Y | +426.2% | +540.9% | -114.7% | +19.8% |
| 10Y | +790.3% | +1,133.6% | -343.3% | +15.1% |
| All | +2,679.1% | +2,885.5% | -206.4% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling