+36,299.7%
VLO vs MTB
+7,592.0%
+28,707.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | +6.8% | 0.0% | +6.8% | +6.8% |
| 30D | -17.9% | +0.8% | -18.7% | -18.3% |
| 3M | +13.5% | -12.8% | +26.3% | +20.7% |
| 6M | +53.0% | +6.7% | +46.3% | +47.2% |
| YTD | +133.7% | +11.3% | +122.4% | +118.9% |
| 1Y | +115.7% | +20.2% | +95.5% | +94.5% |
| 3Y | +231.9% | +103.8% | +128.2% | +128.3% |
| 5Y | +471.6% | +60.9% | +410.7% | +320.0% |
| 10Y | +780.7% | +115.0% | +665.7% | +463.2% |
| All | +36,299.7% | +7,592.0% | +28,707.7% | +9,079.8% |
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