+161.9%
CVX vs MDB
+906.0%
-744.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | +0.1% |
| 7D | -6.2% | -1.0% | -5.2% | -6.2% |
| 30D | -0.4% | -14.0% | +13.6% | +0.3% |
| 3M | +9.3% | -20.3% | +29.6% | +10.1% |
| 6M | +18.4% | +10.9% | +7.5% | +16.6% |
| YTD | +42.5% | -20.9% | +63.4% | +42.3% |
| 1Y | +41.0% | -11.2% | +52.3% | +39.6% |
| 3Y | +67.5% | -11.9% | +79.4% | +61.5% |
| 5Y | +126.1% | -40.2% | +166.3% | +115.6% |
| All | +161.9% | +906.0% | -744.1% | +83.1% |
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