+430.6%
CVX vs MUB
+76.5%
+354.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +3.4% | -1.3% | +4.7% | +4.2% |
| 30D | -1.0% | +2.2% | -3.1% | -2.3% |
| 3M | +12.2% | -1.6% | +13.8% | +13.2% |
| 6M | +20.3% | -1.3% | +21.6% | +21.1% |
| YTD | +48.3% | -0.7% | +49.0% | +48.5% |
| 1Y | +46.9% | -0.2% | +47.1% | +46.7% |
| 3Y | +73.1% | +9.6% | +63.5% | +62.2% |
| 5Y | +135.2% | +2.6% | +132.7% | +130.6% |
| 10Y | +214.4% | +21.5% | +192.9% | +189.6% |
| All | +430.6% | +76.5% | +354.1% | +285.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling