+790.3%
VLO vs MTB
+115.1%
+675.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +0.9% |
| 7D | +9.6% | +1.5% | +8.1% | +8.6% |
| 30D | -17.4% | +2.3% | -19.7% | -18.7% |
| 3M | +10.8% | -12.1% | +22.9% | +19.3% |
| 6M | +56.9% | +9.8% | +47.1% | +46.3% |
| YTD | +136.8% | +12.0% | +124.8% | +116.0% |
| 1Y | +120.7% | +22.0% | +98.6% | +90.3% |
| 3Y | +231.9% | +107.6% | +124.3% | +96.5% |
| 5Y | +479.0% | +61.9% | +417.2% | +269.2% |
| All | +790.3% | +115.1% | +675.2% | +359.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling