+172.2%
CVX vs MDT
-20.5%
+192.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.5% | +2.0% |
| 7D | +1.0% | -0.3% | +1.3% | +1.0% |
| 30D | +10.7% | +2.8% | +7.9% | +9.9% |
| 3M | +15.5% | +13.1% | +2.4% | +12.0% |
| 6M | +14.9% | +2.3% | +12.6% | +14.0% |
| YTD | +44.2% | -2.7% | +46.9% | +44.8% |
| 1Y | +43.5% | +0.9% | +42.7% | +42.4% |
| 3Y | +45.0% | +26.8% | +18.1% | +34.2% |
| 5Y | +172.2% | -19.5% | +191.6% | +181.8% |
| All | +172.2% | -20.5% | +192.6% | +181.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling