+158.6%
CVX vs MDB
+1,017.4%
-858.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | -1.1% |
| 7D | +3.3% | -17.4% | +20.8% | +4.3% |
| 30D | +12.9% | -2.0% | +14.9% | +12.8% |
| 3M | +11.7% | -3.0% | +14.7% | +11.5% |
| 6M | +14.1% | +48.7% | -34.5% | +10.8% |
| YTD | +40.7% | -12.1% | +52.8% | +40.2% |
| 1Y | +37.5% | +14.5% | +23.0% | +34.5% |
| 3Y | +43.9% | -6.1% | +50.1% | +38.7% |
| 5Y | +161.5% | -27.3% | +188.8% | +146.4% |
| All | +158.6% | +1,017.4% | -858.8% | +80.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling