+217.2%
CVX vs MTB
+172.9%
+44.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +0.7% | -0.4% | +1.1% | +0.9% |
| 30D | +9.1% | -4.6% | +13.7% | +11.3% |
| 3M | +13.1% | +7.4% | +5.6% | +9.1% |
| 6M | +16.3% | +18.7% | -2.4% | +6.7% |
| YTD | +43.5% | +21.1% | +22.4% | +30.1% |
| 1Y | +40.2% | +24.1% | +16.1% | +25.3% |
| 3Y | +44.2% | +115.3% | -71.1% | -3.3% |
| 5Y | +170.6% | +106.0% | +64.6% | +71.7% |
| All | +217.2% | +172.9% | +44.3% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling