+677.4%
MSTR vs CVX
+215.4%
+462.0%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.5% |
| 7D | +7.7% | +1.0% | +6.8% | +7.3% |
| 30D | +36.3% | +10.7% | +25.7% | +31.0% |
| 3M | +13.4% | +15.5% | -2.1% | +6.6% |
| 6M | -4.5% | +14.9% | -19.4% | -11.0% |
| YTD | -12.7% | +44.2% | -56.9% | -25.9% |
| 1Y | -59.6% | +43.5% | -103.1% | -65.7% |
| 3Y | +272.5% | +45.0% | +227.5% | +210.0% |
| 5Y | +107.1% | +172.2% | -65.0% | +38.9% |
| 10Y | +677.4% | +221.9% | +455.5% | +343.0% |
| All | +677.4% | +215.4% | +462.0% | +343.0% |
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