+162.6%
CVX vs MPC
+645.9%
-483.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +3.3% | +5.4% | -2.1% | +0.7% |
| 30D | +12.9% | +31.0% | -18.1% | -1.5% |
| 3M | +11.7% | +46.0% | -34.3% | -8.0% |
| 6M | +14.1% | +77.3% | -63.2% | -15.1% |
| YTD | +40.7% | +141.9% | -101.2% | -11.1% |
| 1Y | +37.5% | +120.9% | -83.4% | -9.6% |
| 3Y | +43.9% | +182.7% | -138.7% | -21.0% |
| All | +162.6% | +645.9% | -483.3% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling