+221.9%
CVX vs MUB
+17.4%
+204.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.5% |
| 7D | +1.0% | -0.7% | +1.7% | +1.8% |
| 30D | +10.7% | -2.0% | +12.6% | +13.1% |
| 3M | +15.5% | -2.5% | +18.0% | +18.7% |
| 6M | +14.9% | -2.3% | +17.2% | +17.7% |
| YTD | +44.2% | -1.3% | +45.5% | +45.7% |
| 1Y | +43.5% | +1.1% | +42.4% | +40.6% |
| 3Y | +45.0% | +8.2% | +36.8% | +28.8% |
| 5Y | +172.2% | +1.5% | +170.7% | +169.2% |
| 10Y | +221.9% | +17.6% | +204.3% | +213.2% |
| All | +221.9% | +17.4% | +204.5% | +213.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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