+198.0%
CVX vs MP
+450.8%
-252.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | +3.3% | -2.9% | +6.2% | +3.6% |
| 30D | +12.9% | +13.8% | -0.9% | +11.6% |
| 3M | +11.7% | -16.7% | +28.4% | +12.8% |
| 6M | +14.1% | -11.5% | +25.6% | +13.9% |
| YTD | +40.7% | +7.9% | +32.8% | +37.3% |
| 1Y | +37.5% | -15.0% | +52.5% | +35.6% |
| 3Y | +43.9% | +153.5% | -109.6% | +19.9% |
| 5Y | +161.5% | +58.7% | +102.8% | +123.1% |
| All | +198.0% | +450.8% | -252.8% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling