+120.6%
VLO vs MULL
+444.9%
-324.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -13.8% | +8.0% | -5.7% |
| 7D | -6.0% | -35.9% | +30.0% | -6.0% |
| 30D | -12.9% | -47.3% | +34.5% | -12.9% |
| 3M | +18.3% | -30.6% | +48.9% | +18.2% |
| 6M | +46.4% | +13.7% | +32.7% | +48.4% |
| YTD | +127.7% | +272.1% | -144.4% | +123.6% |
| 1Y | +120.6% | +475.1% | -354.4% | +107.0% |
| All | +120.6% | +444.9% | -324.3% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling