+473.2%
VLO vs MXL
-19.3%
+492.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.7% |
| 7D | +9.6% | +13.4% | -3.8% | +8.5% |
| 30D | -17.4% | -29.2% | +11.8% | -15.8% |
| 3M | +10.8% | -27.2% | +38.0% | +11.7% |
| 6M | +56.9% | -36.4% | +93.4% | +56.8% |
| YTD | +136.8% | +220.0% | -83.2% | +93.1% |
| 1Y | +120.7% | +304.8% | -184.1% | +74.3% |
| 3Y | +231.9% | +238.5% | -6.6% | +145.8% |
| All | +473.2% | -19.3% | +492.5% | +388.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling