+217.2%
CVX vs MA
+514.8%
-297.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +0.7% | -3.5% | +4.2% | +2.4% |
| 30D | +9.1% | +0.7% | +8.4% | +8.6% |
| 3M | +13.1% | +15.8% | -2.7% | +4.9% |
| 6M | +16.3% | +10.2% | +6.0% | +9.8% |
| YTD | +43.5% | -0.5% | +44.0% | +41.9% |
| 1Y | +40.2% | -1.8% | +42.0% | +39.0% |
| 3Y | +44.2% | +38.7% | +5.5% | +17.6% |
| 5Y | +170.6% | +67.6% | +103.0% | +89.9% |
| All | +217.2% | +514.8% | -297.5% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling