+128.3%
CVX vs MP
-8.8%
+137.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.2% | +0.9% |
| 7D | -1.7% | +2.3% | -4.0% | -1.9% |
| 30D | -0.8% | -15.3% | +14.5% | +0.2% |
| 3M | +9.4% | -33.5% | +42.9% | +12.2% |
| 6M | +17.5% | -45.5% | +63.0% | +21.9% |
| YTD | +43.8% | -27.3% | +71.1% | +43.9% |
| 1Y | +41.9% | -40.7% | +82.6% | +44.3% |
| 3Y | +69.1% | +145.9% | -76.7% | +33.7% |
| 5Y | +128.3% | -13.9% | +142.2% | +102.8% |
| All | +128.3% | -8.8% | +137.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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