+4,683.6%
CVX vs MAS
+1,430.5%
+3,253.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -1.7% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +12.9% | -5.6% | +18.4% | +14.2% |
| 3M | +11.7% | +4.4% | +7.3% | +9.5% |
| 6M | +14.1% | +7.2% | +6.9% | +10.3% |
| YTD | +40.7% | +16.1% | +24.6% | +32.8% |
| 1Y | +37.5% | +0.1% | +37.4% | +34.3% |
| 3Y | +43.9% | +28.3% | +15.6% | +30.3% |
| 5Y | +161.5% | +30.5% | +131.0% | +130.7% |
| 10Y | +215.1% | +139.1% | +76.0% | +137.7% |
| All | +4,683.6% | +1,430.5% | +3,253.2% | +2,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling