+1,058.3%
MSTR vs CVX
+1,401.7%
-343.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -14.2% | -1.7% | -12.5% | -13.5% |
| 30D | -19.9% | -0.8% | -19.1% | -19.9% |
| 3M | +27.3% | +9.4% | +17.9% | +21.7% |
| 6M | -37.6% | +17.5% | -55.1% | -42.6% |
| YTD | -19.5% | +43.8% | -63.3% | -32.5% |
| 1Y | -47.1% | +41.9% | -89.0% | -55.5% |
| 3Y | +140.3% | +69.1% | +71.1% | +86.1% |
| 5Y | +49.5% | +128.3% | -78.8% | +2.5% |
| 10Y | +521.9% | +204.9% | +316.9% | +248.9% |
| All | +1,058.3% | +1,401.7% | -343.4% | +338.7% |
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 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