+219.2%
CVX vs MXL
+313.4%
-94.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.5% | -6.9% | -0.2% |
| 7D | +2.6% | +18.9% | -16.2% | +0.7% |
| 30D | +9.8% | +0.3% | +9.5% | +9.3% |
| 3M | +16.2% | -8.0% | +24.2% | +13.9% |
| 6M | +13.6% | +341.2% | -327.6% | -14.9% |
| YTD | +44.4% | +327.8% | -283.5% | +7.8% |
| 1Y | +40.6% | +364.9% | -324.3% | +2.5% |
| 3Y | +48.2% | +229.2% | -181.0% | +3.4% |
| 5Y | +172.3% | +42.8% | +129.5% | +109.0% |
| All | +219.2% | +313.4% | -94.2% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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