+219.2%
CVX vs MO
+114.7%
+104.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | +9.8% | +7.1% | +2.7% | +6.6% |
| 3M | +16.2% | -2.0% | +18.2% | +16.4% |
| 6M | +13.6% | +7.3% | +6.3% | +9.2% |
| YTD | +44.4% | +23.5% | +20.9% | +30.1% |
| 1Y | +40.6% | +11.0% | +29.6% | +32.3% |
| 3Y | +48.2% | +95.0% | -46.8% | +5.1% |
| 5Y | +172.3% | +100.6% | +71.6% | +86.5% |
| All | +219.2% | +114.7% | +104.5% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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