+4,683.6%
CVX vs MDT
+7,952.5%
-3,268.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.6% |
| 7D | +3.3% | +3.2% | +0.1% | +2.4% |
| 30D | +12.9% | +9.5% | +3.4% | +10.0% |
| 3M | +11.7% | +16.0% | -4.3% | +6.9% |
| 6M | +14.1% | +0.2% | +13.9% | +13.4% |
| YTD | +40.7% | -0.3% | +41.0% | +39.8% |
| 1Y | +37.5% | +4.7% | +32.8% | +34.5% |
| 3Y | +43.9% | +26.5% | +17.4% | +32.4% |
| 5Y | +161.5% | -18.2% | +179.7% | +168.9% |
| 10Y | +215.1% | +40.0% | +175.1% | +183.0% |
| All | +4,683.6% | +7,952.5% | -3,268.8% | +2,431.6% |
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