+130.0%
CVX vs MKC
-35.5%
+165.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.5% | +1.5% |
| 7D | +3.4% | -3.0% | +6.4% | +3.8% |
| 30D | -1.0% | +4.8% | -5.8% | -1.7% |
| 3M | +12.2% | -12.8% | +25.0% | +14.0% |
| 6M | +20.3% | +5.0% | +15.3% | +19.1% |
| YTD | +48.3% | -29.1% | +77.4% | +54.3% |
| 1Y | +46.9% | -26.4% | +73.3% | +52.0% |
| 3Y | +73.1% | -21.6% | +94.7% | +77.3% |
| All | +130.0% | -35.5% | +165.5% | +143.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling