+188.6%
VLO vs MULL
+1,303.2%
-1,114.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.3% | +6.4% | +3.2% |
| 7D | +6.8% | +43.3% | -36.5% | +4.8% |
| 30D | -17.9% | -37.4% | +19.6% | -16.8% |
| 3M | +13.5% | -36.8% | +50.4% | +14.4% |
| 6M | +53.0% | -36.9% | +89.9% | +49.0% |
| YTD | +133.7% | +250.7% | -116.9% | +90.4% |
| 1Y | +115.7% | +337.6% | -221.9% | +69.2% |
| All | +188.6% | +1,303.2% | -1,114.6% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling