+204.2%
CVX vs MP
+240.8%
-36.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.0% | +4.2% | -1.4% |
| 7D | -8.0% | -19.0% | +11.0% | -6.6% |
| 30D | +2.6% | -30.5% | +33.1% | +5.2% |
| 3M | +15.2% | -29.6% | +44.8% | +17.8% |
| 6M | +12.5% | -50.4% | +62.9% | +17.6% |
| YTD | +43.6% | -33.2% | +76.8% | +44.9% |
| 1Y | +45.0% | -38.6% | +83.6% | +46.8% |
| 3Y | +63.5% | +105.5% | -41.9% | +36.6% |
| 5Y | +126.8% | -7.8% | +134.6% | +101.6% |
| All | +204.2% | +240.8% | -36.6% | +108.2% |
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