+203.8%
CVX vs MP
+257.7%
-53.9%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -0.5% |
| 7D | -9.7% | -10.5% | +0.8% | -9.0% |
| 30D | +3.6% | -23.5% | +27.2% | +5.6% |
| 3M | +13.3% | -25.4% | +38.8% | +15.4% |
| 6M | +16.9% | -51.3% | +68.1% | +22.5% |
| YTD | +43.4% | -29.9% | +73.3% | +44.1% |
| 1Y | +44.5% | -31.8% | +76.3% | +45.0% |
| 3Y | +64.0% | +127.0% | -63.0% | +35.7% |
| 5Y | +126.4% | -3.3% | +129.7% | +100.5% |
| All | +203.8% | +257.7% | -53.9% | +107.1% |
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