+47.0%
CVX vs MA
+24.3%
+22.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -3.3% |
| 7D | -5.3% | +10.2% | -15.6% | -4.5% |
| 30D | +5.1% | +19.3% | -14.2% | +6.7% |
| 3M | +14.9% | +18.0% | -3.0% | +16.6% |
| 6M | +14.9% | +33.7% | -18.8% | +18.1% |
| YTD | +46.3% | +18.6% | +27.7% | +47.1% |
| 1Y | +47.0% | +22.5% | +24.5% | +48.4% |
| All | +47.0% | +24.3% | +22.8% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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