+1,226.8%
CVX vs MKSI
+2,229.0%
-1,002.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +1.0% | +1.8% |
| 7D | +1.0% | +6.6% | -5.7% | 0.0% |
| 30D | +10.7% | -8.2% | +18.9% | +11.8% |
| 3M | +15.5% | -16.4% | +31.9% | +16.6% |
| 6M | +14.9% | +23.0% | -8.1% | +8.4% |
| YTD | +44.2% | +68.2% | -24.0% | +28.8% |
| 1Y | +43.5% | +148.6% | -105.0% | +19.5% |
| 3Y | +45.0% | +196.0% | -151.0% | +12.7% |
| 5Y | +172.2% | +87.4% | +84.8% | +120.5% |
| 10Y | +221.9% | +523.8% | -301.9% | +114.0% |
| All | +1,226.8% | +2,229.0% | -1,002.2% | +720.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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