+219.2%
CVX vs MCHP
+207.0%
+12.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.0% | -0.3% |
| 7D | +2.6% | 0.0% | +2.6% | +2.6% |
| 30D | +9.8% | -6.0% | +15.9% | +11.3% |
| 3M | +16.2% | -19.7% | +35.9% | +20.6% |
| 6M | +13.6% | +14.0% | -0.4% | +6.0% |
| YTD | +44.4% | +18.4% | +25.9% | +32.2% |
| 1Y | +40.6% | +17.1% | +23.5% | +28.0% |
| 3Y | +48.2% | +0.7% | +47.5% | +32.2% |
| 5Y | +172.3% | +5.1% | +167.2% | +125.9% |
| All | +219.2% | +207.0% | +12.1% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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