+37,658.8%
VLO vs MRSH
+3,262.1%
+34,396.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +2.4% |
| 7D | +6.2% | -5.9% | +12.1% | +8.8% |
| 30D | +23.5% | -7.3% | +30.8% | +27.1% |
| 3M | +53.9% | +7.4% | +46.4% | +48.5% |
| 6M | +81.7% | -0.7% | +82.3% | +80.3% |
| YTD | +142.5% | -3.2% | +145.6% | +142.4% |
| 1Y | +145.4% | -10.6% | +156.0% | +152.6% |
| 3Y | +197.3% | -4.6% | +201.9% | +194.5% |
| 5Y | +614.6% | +19.3% | +595.3% | +536.4% |
| 10Y | +938.9% | +217.3% | +721.6% | +538.9% |
| All | +37,658.8% | +3,262.1% | +34,396.8% | +10,483.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling