+4,803.1%
CVX vs MO
+15,083.2%
-10,280.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.0% | -2.4% | +3.4% | +1.6% |
| 30D | +10.7% | +3.6% | +7.1% | +9.5% |
| 3M | +15.5% | -3.7% | +19.2% | +16.3% |
| 6M | +14.9% | +4.5% | +10.4% | +12.9% |
| YTD | +44.2% | +21.5% | +22.7% | +35.8% |
| 1Y | +43.5% | +9.5% | +34.0% | +38.8% |
| 3Y | +45.0% | +93.6% | -48.6% | +18.6% |
| 5Y | +172.2% | +97.5% | +74.7% | +119.9% |
| 10Y | +221.9% | +111.2% | +110.7% | +150.3% |
| All | +4,803.1% | +15,083.2% | -10,280.1% | +1,665.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling