+53.9%
CVX vs MULL
+1,230.7%
-1,176.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.2% | +6.8% | +1.7% |
| 7D | +3.4% | +24.5% | -21.1% | +3.3% |
| 30D | -1.0% | -35.5% | +34.5% | -1.0% |
| 3M | +12.2% | -44.8% | +57.0% | +12.1% |
| 6M | +20.3% | -45.5% | +65.8% | +19.5% |
| YTD | +48.3% | +232.5% | -184.2% | +35.8% |
| 1Y | +46.9% | +343.3% | -296.3% | +31.3% |
| All | +53.9% | +1,230.7% | -1,176.8% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling