+125.6%
CVX vs MA
+93.2%
+32.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -9.7% | +2.3% | -12.0% | -10.2% |
| 30D | +3.6% | +14.7% | -11.0% | +0.4% |
| 3M | +13.3% | +13.5% | -0.2% | +9.9% |
| 6M | +16.9% | +33.1% | -16.2% | +9.1% |
| YTD | +43.4% | +15.1% | +28.3% | +38.3% |
| 1Y | +44.5% | +18.7% | +25.8% | +38.0% |
| 3Y | +64.0% | +72.1% | -8.1% | +41.7% |
| All | +125.6% | +93.2% | +32.4% | +86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling