+219.2%
CVX vs MKC
+29.9%
+189.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +2.6% | -1.5% | +4.1% | +3.0% |
| 30D | +9.8% | -3.1% | +12.9% | +10.6% |
| 3M | +16.2% | +5.2% | +11.0% | +14.4% |
| 6M | +13.6% | -12.8% | +26.4% | +16.9% |
| YTD | +44.4% | -23.3% | +67.7% | +53.0% |
| 1Y | +40.6% | -24.1% | +64.7% | +49.1% |
| 3Y | +48.2% | -32.1% | +80.3% | +60.3% |
| 5Y | +172.3% | -32.8% | +205.1% | +188.9% |
| All | +219.2% | +29.9% | +189.3% | +188.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling