+495.5%
MSTR vs CVX
+210.7%
+284.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.4% | -7.9% | -7.0% |
| 7D | -11.5% | +1.6% | -13.1% | -12.0% |
| 30D | -24.8% | -0.6% | -24.2% | -25.0% |
| 3M | +20.6% | +11.0% | +9.6% | +15.1% |
| 6M | -38.0% | +18.4% | -56.4% | -42.8% |
| YTD | -24.7% | +45.9% | -70.6% | -36.7% |
| 1Y | -49.1% | +46.7% | -95.7% | -57.3% |
| 3Y | +124.7% | +71.6% | +53.1% | +74.9% |
| 5Y | +40.9% | +131.4% | -90.5% | -0.5% |
| All | +495.5% | +210.7% | +284.8% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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