+588.7%
VLO vs MXL
+40.1%
+548.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.2% | +0.7% |
| 7D | +5.3% | +18.9% | -13.5% | +3.8% |
| 30D | +18.2% | +0.3% | +17.9% | +17.8% |
| 3M | +53.3% | -8.0% | +61.4% | +51.3% |
| 6M | +70.4% | +341.2% | -270.8% | +38.0% |
| YTD | +143.4% | +327.8% | -184.4% | +96.9% |
| 1Y | +153.0% | +364.9% | -211.9% | +101.1% |
| 3Y | +195.0% | +229.2% | -34.3% | +127.0% |
| All | +588.7% | +40.1% | +548.6% | +482.3% |
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