+46.8%
CVX vs MULL
+2,481.0%
-2,434.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | -0.6% | +14.0% | -14.6% | -0.6% |
| 30D | +13.4% | +24.8% | -11.4% | +13.3% |
| 3M | +11.8% | -16.1% | +27.9% | +11.6% |
| 6M | +12.4% | +330.9% | -318.5% | +6.7% |
| YTD | +41.5% | +545.0% | -503.5% | +29.5% |
| 1Y | +41.6% | +2,427.1% | -2,385.5% | +14.9% |
| All | +46.8% | +2,481.0% | -2,434.3% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MULL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling