+2,960.9%
CVX vs MCO
+7,398.7%
-4,437.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.3% |
| 7D | +1.0% | -3.1% | +4.1% | +1.9% |
| 30D | +10.7% | -0.5% | +11.2% | +10.7% |
| 3M | +15.5% | +5.7% | +9.8% | +13.0% |
| 6M | +14.9% | +3.0% | +11.9% | +12.9% |
| YTD | +44.2% | -6.5% | +50.7% | +45.1% |
| 1Y | +43.5% | -5.8% | +49.3% | +43.6% |
| 3Y | +45.0% | +43.1% | +1.9% | +25.7% |
| 5Y | +172.2% | +29.5% | +142.7% | +137.9% |
| 10Y | +221.9% | +388.8% | -166.9% | +90.0% |
| All | +2,960.9% | +7,398.7% | -4,437.8% | +746.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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