+128.3%
CVX vs MDT
-2.6%
+130.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.7% | -3.2% | +1.5% | -1.0% |
| 30D | -0.8% | +10.5% | -11.3% | -3.2% |
| 3M | +9.4% | +13.0% | -3.6% | +6.1% |
| 6M | +17.5% | +38.7% | -21.2% | +8.3% |
| YTD | +43.8% | +8.5% | +35.4% | +40.5% |
| 1Y | +41.9% | +10.0% | +31.8% | +38.0% |
| 3Y | +69.1% | +58.6% | +10.5% | +47.9% |
| 5Y | +128.3% | -0.3% | +128.6% | +122.5% |
| All | +128.3% | -2.6% | +130.9% | +122.5% |
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