+41.9%
CVX vs MPC
+107.1%
-65.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | -0.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.7% |
| 30D | -0.8% | -12.2% | +11.4% | +4.2% |
| 3M | +9.4% | +20.1% | -10.7% | +0.4% |
| 6M | +17.5% | +60.6% | -43.1% | -5.3% |
| YTD | +43.8% | +150.6% | -106.7% | -4.5% |
| 1Y | +41.9% | +104.7% | -62.8% | +1.4% |
| All | +41.9% | +107.1% | -65.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling