+120.6%
VLO vs MRSH
+20.0%
+100.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -5.8% |
| 7D | -6.0% | +9.4% | -15.4% | -6.4% |
| 30D | -12.9% | +23.4% | -36.3% | -14.0% |
| 3M | +18.3% | +9.9% | +8.4% | +17.8% |
| 6M | +46.4% | +26.0% | +20.4% | +42.8% |
| YTD | +127.7% | +15.2% | +112.5% | +125.9% |
| 1Y | +120.6% | +18.4% | +102.2% | +121.4% |
| All | +120.6% | +20.0% | +100.6% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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