+170.6%
CVX vs MKC
-33.9%
+204.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +0.7% | -2.8% | +3.5% | +1.1% |
| 30D | +9.1% | -3.4% | +12.5% | +9.6% |
| 3M | +13.1% | +3.8% | +9.3% | +12.4% |
| 6M | +16.3% | -17.9% | +34.2% | +19.0% |
| YTD | +43.5% | -23.6% | +67.1% | +48.2% |
| 1Y | +40.2% | -23.1% | +63.2% | +44.4% |
| 3Y | +44.2% | -31.5% | +75.8% | +50.8% |
| 5Y | +170.6% | -33.1% | +203.7% | +182.0% |
| All | +170.6% | -33.9% | +204.6% | +182.0% |
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