+302.2%
CVX vs MPC
+2,849.2%
-2,547.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | -9.7% | -16.2% | +6.5% | -2.7% |
| 30D | +3.6% | -15.7% | +19.4% | +11.2% |
| 3M | +13.3% | +24.9% | -11.6% | +2.2% |
| 6M | +16.9% | +52.7% | -35.8% | -3.6% |
| YTD | +43.4% | +131.9% | -88.5% | -1.8% |
| 1Y | +44.5% | +96.6% | -52.1% | +6.0% |
| 3Y | +64.0% | +163.8% | -99.8% | +3.2% |
| 5Y | +126.4% | +533.1% | -406.7% | -2.7% |
| 10Y | +209.4% | +1,118.6% | -909.3% | -6.4% |
| All | +302.2% | +2,849.2% | -2,547.1% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling