+215.9%
CVX vs MPC
+1,148.7%
-932.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | -0.6% |
| 7D | -0.6% | +3.9% | -4.4% | -2.4% |
| 30D | +13.4% | +33.8% | -20.3% | -1.9% |
| 3M | +11.8% | +49.9% | -38.0% | -8.9% |
| 6M | +12.4% | +80.9% | -68.5% | -16.9% |
| YTD | +41.5% | +147.4% | -105.9% | -10.9% |
| 1Y | +41.6% | +123.2% | -81.6% | -6.7% |
| 3Y | +42.2% | +171.7% | -129.5% | -17.9% |
| 5Y | +166.0% | +678.6% | -512.6% | -11.2% |
| All | +215.9% | +1,148.7% | -932.8% | -25.0% |
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