+448.2%
CVX vs MXL
+270.5%
+177.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.0% | -5.4% | -0.1% |
| 7D | -0.6% | +15.5% | -16.1% | -2.2% |
| 30D | +13.4% | -11.3% | +24.7% | +14.3% |
| 3M | +11.8% | -16.1% | +27.9% | +10.5% |
| 6M | +12.4% | +323.0% | -310.6% | -14.9% |
| YTD | +41.5% | +281.5% | -240.0% | +7.9% |
| 1Y | +41.6% | +319.3% | -277.7% | +5.5% |
| 3Y | +42.2% | +189.4% | -147.1% | +2.5% |
| 5Y | +166.0% | +26.0% | +140.0% | +107.9% |
| 10Y | +207.2% | +243.5% | -36.3% | +78.8% |
| All | +448.2% | +270.5% | +177.7% | +194.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling