+64.2%
CVX vs MAS
+61.2%
+3.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -1.7% |
| 7D | -8.0% | +4.6% | -12.6% | -8.2% |
| 30D | +2.6% | +19.9% | -17.3% | +1.5% |
| 3M | +15.2% | +8.9% | +6.3% | +14.7% |
| 6M | +12.5% | +20.2% | -7.6% | +10.3% |
| YTD | +43.6% | +33.9% | +9.7% | +36.8% |
| 1Y | +45.0% | +34.7% | +10.3% | +37.8% |
| All | +64.2% | +61.2% | +3.0% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 3y: compounded portfolio wealth divided by compounded MAS 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…
3y analysis · Full analysis span regression · 6 months rolling