+4,775.6%
CVX vs MCD
+6,570.9%
-1,795.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | 0.0% |
| 7D | -9.7% | +7.1% | -16.9% | -11.9% |
| 30D | +3.6% | +19.8% | -16.1% | -2.4% |
| 3M | +13.3% | +0.8% | +12.5% | +12.6% |
| 6M | +16.9% | -1.3% | +18.2% | +16.6% |
| YTD | +43.4% | -7.8% | +51.1% | +45.7% |
| 1Y | +44.5% | -5.0% | +49.4% | +45.3% |
| 3Y | +64.0% | +10.5% | +53.4% | +55.3% |
| 5Y | +126.4% | +22.0% | +104.5% | +106.2% |
| 10Y | +209.4% | +216.7% | -7.3% | +114.6% |
| All | +4,775.6% | +6,570.9% | -1,795.3% | +1,942.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling