+131.1%
CVX vs MAS
+46.7%
+84.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.6% | -9.3% | -4.2% |
| 7D | -5.3% | +14.2% | -19.5% | -6.6% |
| 30D | +5.1% | +26.8% | -21.7% | +2.5% |
| 3M | +14.9% | +13.1% | +1.8% | +13.4% |
| 6M | +14.9% | +27.9% | -13.1% | +10.8% |
| YTD | +46.3% | +38.7% | +7.7% | +38.1% |
| 1Y | +47.0% | +40.4% | +6.6% | +38.3% |
| 3Y | +66.6% | +66.1% | +0.5% | +51.4% |
| All | +131.1% | +46.7% | +84.3% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling