+209.5%
CVX vs MPC
+1,165.7%
-956.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.0% | +0.2% |
| 7D | +1.6% | +9.4% | -7.8% | -2.9% |
| 30D | -0.6% | -13.4% | +12.8% | +6.2% |
| 3M | +11.0% | +18.9% | -7.9% | +1.0% |
| 6M | +18.4% | +64.9% | -46.5% | -9.0% |
| YTD | +45.9% | +156.8% | -110.9% | -10.8% |
| 1Y | +46.7% | +113.2% | -66.5% | -1.8% |
| 3Y | +71.6% | +201.8% | -130.2% | -7.1% |
| 5Y | +131.4% | +601.4% | -469.9% | -19.9% |
| All | +209.5% | +1,165.7% | -956.2% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling