+185.4%
VLO vs MULL
+2,561.4%
-2,376.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.8% | -11.8% | -0.5% |
| 7D | +5.2% | +17.3% | -12.1% | +4.4% |
| 30D | +22.6% | +23.5% | -0.9% | +21.2% |
| 3M | +43.8% | -24.0% | +67.8% | +42.0% |
| 6M | +65.7% | +276.7% | -211.0% | +43.8% |
| YTD | +131.1% | +565.1% | -434.0% | +84.9% |
| 1Y | +143.6% | +2,802.6% | -2,659.0% | +56.8% |
| All | +185.4% | +2,561.4% | -2,376.0% | +64.4% |
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