+207.2%
CVX vs MCD
+178.5%
+28.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -0.6% | -2.0% | +1.4% | +0.5% |
| 30D | +13.4% | -6.1% | +19.6% | +17.2% |
| 3M | +11.8% | -7.3% | +19.1% | +15.8% |
| 6M | +12.4% | -20.9% | +33.4% | +26.8% |
| YTD | +41.5% | -14.7% | +56.2% | +52.4% |
| 1Y | +41.6% | -16.1% | +57.7% | +53.5% |
| 3Y | +42.2% | -1.5% | +43.7% | +36.2% |
| 5Y | +166.0% | +20.4% | +145.5% | +116.9% |
| 10Y | +207.2% | +180.0% | +27.2% | +76.0% |
| All | +207.2% | +178.5% | +28.8% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 10y: compounded portfolio wealth divided by compounded MCD 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…
10y analysis · Full analysis span regression · 6 months rolling