+124.0%
CVX vs MDB
-45.7%
+169.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.2% |
| 7D | -9.7% | -11.4% | +1.6% | -9.4% |
| 30D | +3.6% | -13.8% | +17.5% | +4.0% |
| 3M | +13.3% | -15.5% | +28.8% | +13.6% |
| 6M | +16.9% | +17.9% | -1.0% | +15.5% |
| YTD | +43.4% | -25.5% | +68.9% | +43.6% |
| 1Y | +44.5% | -12.1% | +56.6% | +43.5% |
| 3Y | +64.0% | -5.9% | +69.8% | +58.5% |
| All | +124.0% | -45.7% | +169.7% | +114.5% |
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 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