+165.1%
CVX vs MDB
+986.0%
-820.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +1.0% | -4.5% | +5.5% | +1.2% |
| 30D | +10.7% | -14.0% | +24.6% | +11.4% |
| 3M | +15.5% | +5.3% | +10.2% | +14.7% |
| 6M | +14.9% | +31.9% | -17.0% | +12.3% |
| YTD | +44.2% | -14.6% | +58.8% | +44.0% |
| 1Y | +43.5% | +8.2% | +35.3% | +40.8% |
| 3Y | +45.0% | -5.0% | +50.0% | +39.5% |
| 5Y | +172.2% | -24.5% | +196.7% | +155.3% |
| All | +165.1% | +986.0% | -820.9% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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