+162.6%
CVX vs MCD
+20.4%
+142.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +3.3% | -2.8% | +6.2% | +3.9% |
| 30D | +12.9% | -6.0% | +18.9% | +14.1% |
| 3M | +11.7% | -5.6% | +17.3% | +12.7% |
| 6M | +14.1% | -21.9% | +36.0% | +19.4% |
| YTD | +40.7% | -14.7% | +55.4% | +44.3% |
| 1Y | +37.5% | -17.3% | +54.8% | +41.9% |
| 3Y | +43.9% | -2.2% | +46.1% | +41.5% |
| All | +162.6% | +20.4% | +142.2% | +143.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling