+219.2%
CVX vs MTCH
+208.0%
+11.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.5% |
| 7D | +2.6% | +1.3% | +1.4% | +2.5% |
| 30D | +9.8% | +15.9% | -6.1% | +7.9% |
| 3M | +16.2% | +23.3% | -7.1% | +13.1% |
| 6M | +13.6% | +40.1% | -26.5% | +8.5% |
| YTD | +44.4% | +33.6% | +10.8% | +38.5% |
| 1Y | +40.6% | +14.1% | +26.5% | +37.4% |
| 3Y | +48.2% | +1.4% | +46.8% | +44.4% |
| 5Y | +172.3% | -73.1% | +245.4% | +205.6% |
| All | +219.2% | +208.0% | +11.2% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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