+924.9%
VLO vs MXL
+313.4%
+611.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +0.2% |
| 7D | +5.3% | +18.9% | -13.5% | +2.6% |
| 30D | +18.2% | +0.3% | +17.9% | +17.5% |
| 3M | +53.3% | -8.0% | +61.4% | +49.5% |
| 6M | +70.4% | +341.2% | -270.8% | +16.6% |
| YTD | +143.4% | +327.8% | -184.4% | +66.2% |
| 1Y | +153.0% | +364.9% | -211.9% | +67.9% |
| 3Y | +195.0% | +229.2% | -34.3% | +85.9% |
| 5Y | +618.8% | +42.8% | +576.0% | +411.8% |
| All | +924.9% | +313.4% | +611.5% | +307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling