+43.5%
CVX vs MDB
+10.8%
+32.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.9% |
| 7D | +1.0% | -4.5% | +5.5% | +0.9% |
| 30D | +10.7% | -14.0% | +24.6% | +10.5% |
| 3M | +15.5% | +5.3% | +10.2% | +15.7% |
| 6M | +14.9% | +31.9% | -17.0% | +15.9% |
| YTD | +44.2% | -14.6% | +58.8% | +42.3% |
| 1Y | +43.5% | +8.2% | +35.3% | +42.5% |
| All | +43.5% | +10.8% | +32.7% | +42.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling