+194.7%
VLO vs MULL
+2,481.0%
-2,286.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +3.4% |
| 7D | +5.8% | +14.0% | -8.2% | +5.1% |
| 30D | +28.3% | +24.8% | +3.5% | +26.8% |
| 3M | +48.7% | -16.1% | +64.8% | +46.6% |
| 6M | +71.9% | +330.9% | -259.0% | +47.3% |
| YTD | +138.7% | +545.0% | -406.3% | +91.2% |
| 1Y | +148.5% | +2,427.1% | -2,278.7% | +62.7% |
| All | +194.7% | +2,481.0% | -2,286.3% | +70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling