+113.8%
MSTR vs CVX
+162.9%
-49.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.6% |
| 7D | +9.3% | -0.6% | +9.9% | +9.6% |
| 30D | +36.5% | +13.4% | +23.1% | +28.8% |
| 3M | +7.3% | +11.8% | -4.5% | +1.3% |
| 6M | +2.2% | +12.4% | -10.2% | -5.3% |
| YTD | -10.2% | +41.5% | -51.7% | -26.8% |
| 1Y | -58.6% | +41.6% | -100.2% | -66.4% |
| 3Y | +283.2% | +42.2% | +240.9% | +202.1% |
| 5Y | +113.8% | +166.0% | -52.2% | +3.5% |
| All | +113.8% | +162.9% | -49.2% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling