+1,089.0%
MSTR vs CVX
+1,384.1%
-295.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -4.0% | -7.5% | +3.5% | -1.0% |
| 30D | -18.6% | -0.6% | -18.1% | -18.8% |
| 3M | +25.6% | +14.0% | +11.6% | +17.9% |
| 6M | -33.1% | +18.1% | -51.2% | -38.6% |
| YTD | -17.3% | +42.2% | -59.5% | -30.4% |
| 1Y | -48.1% | +41.3% | -89.4% | -56.3% |
| 3Y | +154.2% | +68.3% | +85.8% | +97.2% |
| 5Y | +46.2% | +122.0% | -75.8% | +1.4% |
| 10Y | +554.5% | +198.6% | +356.0% | +270.4% |
| All | +1,089.0% | +1,384.1% | -295.1% | +352.4% |
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