+172.6%
CVX vs MDB
+912.7%
-740.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +1.7% |
| 7D | +3.4% | +6.8% | -3.4% | +3.1% |
| 30D | -1.0% | -6.2% | +5.2% | -0.8% |
| 3M | +12.2% | -29.2% | +41.4% | +13.8% |
| 6M | +20.3% | +10.3% | +10.0% | +18.6% |
| YTD | +48.3% | -20.4% | +68.7% | +48.1% |
| 1Y | +46.9% | -4.8% | +51.7% | +44.8% |
| 3Y | +73.1% | -11.6% | +84.7% | +66.9% |
| 5Y | +135.2% | -41.0% | +176.3% | +124.7% |
| All | +172.6% | +912.7% | -740.1% | +90.6% |
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