+167.0%
CVX vs MAR
+156.7%
+10.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.0% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | +13.4% | -6.9% | +20.3% | +14.9% |
| 3M | +11.8% | -15.8% | +27.7% | +15.4% |
| 6M | +12.4% | +1.9% | +10.5% | +10.7% |
| YTD | +41.5% | +6.6% | +34.9% | +37.2% |
| 1Y | +41.6% | +23.7% | +17.9% | +31.6% |
| 3Y | +42.2% | +64.6% | -22.3% | +20.9% |
| All | +167.0% | +156.7% | +10.4% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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