+128.3%
CVX vs MAR
+178.7%
-50.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | -0.8% | +16.2% | -17.0% | -3.6% |
| 3M | +9.4% | +23.1% | -13.7% | +5.1% |
| 6M | +17.5% | +22.0% | -4.4% | +12.6% |
| YTD | +43.8% | +39.2% | +4.7% | +32.6% |
| 1Y | +41.9% | +48.3% | -6.4% | +28.4% |
| 3Y | +69.1% | +123.4% | -54.2% | +35.3% |
| 5Y | +128.3% | +185.4% | -57.1% | +67.2% |
| All | +128.3% | +178.7% | -50.4% | +67.2% |
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