+33,946.5%
VLO vs MTB
+7,621.1%
+26,325.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.2% |
| 7D | -9.5% | -0.7% | -8.9% | -9.2% |
| 30D | -19.1% | +1.4% | -20.6% | -19.8% |
| 3M | +11.4% | -11.6% | +22.9% | +17.7% |
| 6M | +46.7% | +5.4% | +41.3% | +41.9% |
| YTD | +118.6% | +11.7% | +106.9% | +104.4% |
| 1Y | +99.9% | +20.5% | +79.3% | +79.9% |
| 3Y | +210.5% | +104.5% | +105.9% | +113.2% |
| 5Y | +432.7% | +65.1% | +367.6% | +286.4% |
| 10Y | +717.1% | +119.5% | +597.6% | +418.0% |
| All | +33,946.5% | +7,621.1% | +26,325.5% | +8,471.5% |
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