+35,889.1%
VLO vs MTB
+8,294.1%
+27,595.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +5.2% | +1.7% | +3.5% | +4.3% |
| 30D | +22.6% | -4.2% | +26.8% | +25.1% |
| 3M | +43.8% | +8.9% | +34.9% | +37.6% |
| 6M | +65.7% | +10.9% | +54.9% | +56.1% |
| YTD | +131.1% | +21.5% | +109.6% | +108.3% |
| 1Y | +143.6% | +21.9% | +121.7% | +118.6% |
| 3Y | +201.4% | +109.2% | +92.1% | +104.5% |
| 5Y | +568.9% | +102.0% | +466.9% | +340.3% |
| 10Y | +891.8% | +171.9% | +719.9% | +475.2% |
| All | +35,889.1% | +8,294.1% | +27,595.0% | +8,633.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling