+4,733.6%
CVX vs MCD
+6,689.6%
-1,955.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.6% | -1.4% |
| 7D | -7.5% | +5.9% | -13.4% | -9.3% |
| 30D | -0.6% | +19.6% | -20.2% | -6.3% |
| 3M | +14.0% | +3.3% | +10.7% | +12.4% |
| 6M | +18.1% | +3.5% | +14.7% | +16.1% |
| YTD | +42.2% | -6.1% | +48.3% | +43.7% |
| 1Y | +41.3% | -3.7% | +45.0% | +41.5% |
| 3Y | +68.3% | +13.4% | +55.0% | +58.1% |
| 5Y | +122.0% | +25.2% | +96.9% | +100.6% |
| 10Y | +198.6% | +211.3% | -12.7% | +107.8% |
| All | +4,733.6% | +6,689.6% | -1,955.9% | +1,913.5% |
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