+4,861.3%
CVX vs MDT
+8,606.5%
-3,745.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +1.6% | -3.7% | +5.3% | +2.6% |
| 30D | -0.6% | +8.6% | -9.2% | -3.2% |
| 3M | +11.0% | +12.2% | -1.2% | +7.1% |
| 6M | +18.4% | +33.7% | -15.3% | +8.4% |
| YTD | +45.9% | +7.8% | +38.1% | +41.4% |
| 1Y | +46.7% | +8.9% | +37.8% | +41.6% |
| 3Y | +71.6% | +57.6% | +13.9% | +47.9% |
| 5Y | +131.4% | -0.7% | +132.1% | +124.8% |
| 10Y | +209.3% | +60.3% | +149.0% | +167.5% |
| All | +4,861.3% | +8,606.5% | -3,745.1% | +2,460.2% |
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 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