+51.4%
CVX vs MULL
+1,303.2%
-1,251.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.7% | +1.4% |
| 7D | +1.6% | +43.3% | -41.7% | +1.5% |
| 30D | -0.6% | -37.4% | +36.8% | -0.6% |
| 3M | +11.0% | -36.8% | +47.9% | +10.9% |
| 6M | +18.4% | -36.9% | +55.3% | +17.4% |
| YTD | +45.9% | +250.7% | -204.7% | +33.6% |
| 1Y | +46.7% | +337.6% | -290.9% | +31.6% |
| All | +51.4% | +1,303.2% | -1,251.8% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling