+214.5%
CVX vs MDT
+62.9%
+151.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +0.7% |
| 7D | +3.4% | +1.0% | +2.4% | +2.9% |
| 30D | -1.0% | +9.2% | -10.1% | -5.8% |
| 3M | +12.2% | +14.5% | -2.3% | +3.9% |
| 6M | +20.3% | +37.3% | -17.0% | +0.6% |
| YTD | +48.3% | +9.8% | +38.5% | +38.7% |
| 1Y | +46.9% | +10.5% | +36.4% | +36.6% |
| 3Y | +73.1% | +57.4% | +15.7% | +27.7% |
| 5Y | +135.2% | +1.2% | +134.1% | +123.8% |
| All | +214.5% | +62.9% | +151.6% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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