+47.3%
CVX vs MXL
+200.2%
-152.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.5% |
| 7D | +0.7% | +16.6% | -16.0% | +0.5% |
| 30D | +9.1% | +0.5% | +8.7% | +9.1% |
| 3M | +13.1% | -3.6% | +16.7% | +12.3% |
| 6M | +16.3% | +328.0% | -311.8% | +8.1% |
| YTD | +43.5% | +297.8% | -254.3% | +33.6% |
| 1Y | +40.2% | +339.4% | -299.3% | +29.1% |
| All | +47.3% | +200.2% | -152.9% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling