+3,306.5%
VLO vs MXL
+210.8%
+3,095.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +2.1% |
| 7D | +9.6% | +13.4% | -3.8% | +7.3% |
| 30D | -17.4% | -29.2% | +11.8% | -14.0% |
| 3M | +10.8% | -27.2% | +38.0% | +12.6% |
| 6M | +56.9% | -36.4% | +93.4% | +56.7% |
| YTD | +136.8% | +220.0% | -83.2% | +62.5% |
| 1Y | +120.7% | +304.8% | -184.1% | +44.0% |
| 3Y | +231.9% | +238.5% | -6.6% | +98.2% |
| 5Y | +479.0% | -18.8% | +497.8% | +344.4% |
| 10Y | +792.2% | +163.1% | +629.1% | +348.8% |
| All | +3,306.5% | +210.8% | +3,095.7% | +1,371.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling