+4,803.1%
CVX vs MRSH
+3,262.1%
+1,541.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.6% |
| 7D | +1.0% | -5.9% | +6.8% | +3.1% |
| 30D | +10.7% | -7.3% | +18.0% | +13.5% |
| 3M | +15.5% | +7.4% | +8.0% | +12.1% |
| 6M | +14.9% | -0.7% | +15.6% | +14.3% |
| YTD | +44.2% | -3.2% | +47.4% | +44.3% |
| 1Y | +43.5% | -10.6% | +54.1% | +47.3% |
| 3Y | +45.0% | -4.6% | +49.5% | +44.1% |
| 5Y | +172.2% | +19.3% | +152.9% | +146.8% |
| 10Y | +221.9% | +217.3% | +4.6% | +113.5% |
| All | +4,803.1% | +3,262.1% | +1,541.0% | +1,594.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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