+40.6%
CVX vs MDT
+1.7%
+38.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +2.6% | -3.4% | +6.0% | +2.9% |
| 30D | +9.8% | +0.2% | +9.6% | +9.8% |
| 3M | +16.2% | +14.3% | +1.9% | +15.5% |
| 6M | +13.6% | +4.0% | +9.6% | +12.7% |
| YTD | +44.4% | -3.7% | +48.0% | +43.9% |
| 1Y | +40.6% | -0.4% | +40.9% | +38.2% |
| All | +40.6% | +1.7% | +38.9% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling