+192.7%
VLO vs MTB
+118.5%
+74.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +5.8% | +2.8% | +3.0% | +4.6% |
| 30D | +28.3% | -4.2% | +32.5% | +30.4% |
| 3M | +48.7% | +7.8% | +40.9% | +43.9% |
| 6M | +71.9% | +14.8% | +57.1% | +61.0% |
| YTD | +138.7% | +20.8% | +117.9% | +118.3% |
| 1Y | +148.5% | +23.1% | +125.3% | +124.8% |
| 3Y | +192.7% | +114.8% | +77.8% | +124.8% |
| All | +192.7% | +118.5% | +74.1% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling