+664.1%
CVX vs MA
+15,793.6%
-15,129.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +3.3% | -2.7% | +6.0% | +4.4% |
| 30D | +12.9% | +1.5% | +11.4% | +12.1% |
| 3M | +11.7% | +20.4% | -8.7% | +3.4% |
| 6M | +14.1% | +11.1% | +3.0% | +8.6% |
| YTD | +40.7% | +2.0% | +38.7% | +38.0% |
| 1Y | +37.5% | -2.2% | +39.6% | +36.8% |
| 3Y | +43.9% | +41.9% | +2.0% | +21.8% |
| 5Y | +161.5% | +75.4% | +86.1% | +96.9% |
| 10Y | +215.1% | +527.5% | -312.4% | +47.0% |
| All | +664.1% | +15,793.6% | -15,129.5% | +60.4% |
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 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