+195.0%
VLO vs MRSH
-4.9%
+199.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +5.3% | -4.8% | +10.1% | +6.0% |
| 30D | +18.2% | -6.3% | +24.6% | +19.3% |
| 3M | +53.3% | +5.8% | +47.5% | +51.0% |
| 6M | +70.4% | +2.8% | +67.6% | +68.9% |
| YTD | +143.4% | -3.1% | +146.5% | +143.8% |
| 1Y | +153.0% | -11.3% | +164.3% | +158.1% |
| 3Y | +195.0% | -5.0% | +199.9% | +203.9% |
| All | +195.0% | -4.9% | +199.8% | +203.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling