+283.2%
MSTR vs CVX
+42.1%
+241.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.5% |
| 7D | +9.3% | -0.6% | +9.9% | +9.4% |
| 30D | +36.5% | +13.4% | +23.1% | +32.8% |
| 3M | +7.3% | +11.8% | -4.5% | +4.4% |
| 6M | +2.2% | +12.4% | -10.2% | -1.8% |
| YTD | -10.2% | +41.5% | -51.7% | -21.7% |
| 1Y | -58.6% | +41.6% | -100.2% | -64.0% |
| 3Y | +283.2% | +42.2% | +240.9% | +204.8% |
| All | +283.2% | +42.1% | +241.1% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling