+166.0%
CVX vs MDB
-26.9%
+192.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.0% | +0.7% |
| 7D | -0.6% | -18.0% | +17.4% | 0.0% |
| 30D | +13.4% | -10.7% | +24.2% | +13.7% |
| 3M | +11.8% | +1.0% | +10.9% | +11.6% |
| 6M | +12.4% | +31.6% | -19.2% | +10.9% |
| YTD | +41.5% | -15.2% | +56.7% | +41.4% |
| 1Y | +41.6% | +10.1% | +31.5% | +39.8% |
| 3Y | +42.2% | -5.6% | +47.9% | +38.1% |
| 5Y | +166.0% | -24.5% | +190.5% | +153.6% |
| All | +166.0% | -26.9% | +192.9% | +153.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling