+1,252.0%
MSTR vs CVX
+1,368.7%
-116.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | +12.2% | +3.3% | +8.8% | +10.6% |
| 30D | +45.2% | +12.9% | +32.3% | +37.8% |
| 3M | +10.4% | +11.7% | -1.3% | +4.7% |
| 6M | -2.5% | +14.1% | -16.6% | -9.4% |
| YTD | -6.0% | +40.7% | -46.7% | -20.0% |
| 1Y | -56.4% | +37.5% | -93.9% | -62.6% |
| 3Y | +306.3% | +43.9% | +262.3% | +237.1% |
| 5Y | +100.5% | +161.5% | -61.0% | +31.3% |
| 10Y | +741.1% | +215.1% | +526.0% | +368.5% |
| All | +1,252.0% | +1,368.7% | -116.8% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling