+130.0%
CVX vs MPC
+600.5%
-470.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.4% |
| 7D | +3.4% | +11.2% | -7.8% | -1.9% |
| 30D | -1.0% | -14.5% | +13.5% | +6.4% |
| 3M | +12.2% | +16.7% | -4.5% | +3.1% |
| 6M | +20.3% | +67.6% | -47.2% | -8.2% |
| YTD | +48.3% | +157.9% | -109.6% | -9.8% |
| 1Y | +46.9% | +116.7% | -69.8% | -2.5% |
| 3Y | +73.1% | +199.8% | -126.6% | -8.1% |
| All | +130.0% | +600.5% | -470.5% | -28.0% |
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 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