+170.6%
CVX vs MDY
+43.9%
+126.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.1% |
| 7D | +0.7% | -2.5% | +3.2% | +1.9% |
| 30D | +9.1% | -5.0% | +14.2% | +11.7% |
| 3M | +13.1% | +0.5% | +12.6% | +12.3% |
| 6M | +16.3% | +8.0% | +8.3% | +10.6% |
| YTD | +43.5% | +12.2% | +31.3% | +33.4% |
| 1Y | +40.2% | +14.0% | +26.2% | +28.8% |
| 3Y | +44.2% | +48.2% | -3.9% | +13.0% |
| 5Y | +170.6% | +46.1% | +124.6% | +104.8% |
| All | +170.6% | +43.9% | +126.7% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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