+4,942.5%
CVX vs MTB
+7,638.9%
-2,696.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +3.4% | +1.5% | +1.9% | +2.9% |
| 30D | -1.0% | +2.3% | -3.3% | -1.8% |
| 3M | +12.2% | -12.1% | +24.3% | +16.8% |
| 6M | +20.3% | +9.8% | +10.5% | +16.0% |
| YTD | +48.3% | +12.0% | +36.3% | +41.4% |
| 1Y | +46.9% | +22.0% | +24.9% | +36.0% |
| 3Y | +73.1% | +107.6% | -34.5% | +32.0% |
| 5Y | +135.2% | +61.9% | +73.4% | +88.6% |
| 10Y | +214.4% | +116.3% | +98.1% | +122.7% |
| All | +4,942.5% | +7,638.9% | -2,696.4% | +2,255.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling