+1,266.5%
CVX vs MAR
+2,498.9%
-1,232.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +3.3% | -4.2% | +7.5% | +4.7% |
| 30D | +12.9% | -6.7% | +19.6% | +15.3% |
| 3M | +11.7% | -12.5% | +24.2% | +16.0% |
| 6M | +14.1% | +0.6% | +13.6% | +12.6% |
| YTD | +40.7% | +9.1% | +31.6% | +34.5% |
| 1Y | +37.5% | +26.2% | +11.3% | +24.7% |
| 3Y | +43.9% | +68.2% | -24.2% | +16.9% |
| 5Y | +161.5% | +163.9% | -2.5% | +77.5% |
| 10Y | +215.1% | +420.6% | -205.4% | +67.3% |
| All | +1,266.5% | +2,498.9% | -1,232.4% | +314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling