+678.7%
CVX vs MA
+17,837.3%
-17,158.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -9.7% | +2.3% | -12.0% | -10.7% |
| 30D | +3.6% | +14.7% | -11.0% | -2.1% |
| 3M | +13.3% | +13.5% | -0.2% | +7.4% |
| 6M | +16.9% | +33.1% | -16.2% | +3.5% |
| YTD | +43.4% | +15.1% | +28.3% | +33.7% |
| 1Y | +44.5% | +18.7% | +25.8% | +32.8% |
| 3Y | +64.0% | +72.1% | -8.1% | +28.3% |
| 5Y | +126.4% | +92.8% | +33.6% | +64.3% |
| 10Y | +209.4% | +571.6% | -362.3% | +39.8% |
| All | +678.7% | +17,837.3% | -17,158.5% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling