+4,942.5%
CVX vs MDT
+8,767.7%
-3,825.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.2% | +1.1% |
| 7D | +3.4% | +1.0% | +2.4% | +3.1% |
| 30D | -1.0% | +9.2% | -10.1% | -3.6% |
| 3M | +12.2% | +14.5% | -2.3% | +7.6% |
| 6M | +20.3% | +37.3% | -17.0% | +9.3% |
| YTD | +48.3% | +9.8% | +38.5% | +43.0% |
| 1Y | +46.9% | +10.5% | +36.4% | +41.3% |
| 3Y | +73.1% | +57.4% | +15.7% | +49.3% |
| 5Y | +135.2% | +1.2% | +134.1% | +127.3% |
| 10Y | +214.4% | +63.2% | +151.1% | +170.5% |
| All | +4,942.5% | +8,767.7% | -3,825.2% | +2,488.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling