+938.9%
VLO vs MTB
+172.8%
+766.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +6.2% | +1.1% | +5.2% | +5.5% |
| 30D | +23.5% | -4.6% | +28.1% | +27.1% |
| 3M | +53.9% | +6.3% | +47.6% | +47.5% |
| 6M | +81.7% | +15.6% | +66.1% | +63.5% |
| YTD | +142.5% | +20.6% | +121.9% | +112.2% |
| 1Y | +145.4% | +22.5% | +122.9% | +111.7% |
| 3Y | +197.3% | +114.4% | +82.9% | +72.2% |
| 5Y | +614.6% | +101.9% | +512.7% | +286.5% |
| 10Y | +938.9% | +170.4% | +768.5% | +316.8% |
| All | +938.9% | +172.8% | +766.0% | +316.8% |
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