+153.0%
VLO vs MXL
+366.1%
-213.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +1.1% |
| 7D | +5.3% | +18.9% | -13.5% | +4.9% |
| 30D | +18.2% | +0.3% | +17.9% | +18.1% |
| 3M | +53.3% | -8.0% | +61.4% | +52.4% |
| 6M | +70.4% | +341.2% | -270.8% | +61.1% |
| YTD | +143.4% | +327.8% | -184.4% | +129.1% |
| 1Y | +153.0% | +364.9% | -211.9% | +133.4% |
| All | +153.0% | +366.1% | -213.1% | +133.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling