+191.2%
VLO vs MXL
+200.2%
-9.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.7% |
| 7D | +4.0% | +16.6% | -12.7% | +3.0% |
| 30D | +19.0% | +0.5% | +18.5% | +18.7% |
| 3M | +50.0% | -3.6% | +53.6% | +47.8% |
| 6M | +79.1% | +328.0% | -248.9% | +52.5% |
| YTD | +140.3% | +297.8% | -157.5% | +105.2% |
| 1Y | +148.3% | +339.4% | -191.1% | +108.6% |
| All | +191.2% | +200.2% | -9.0% | +142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling