+265.1%
MU vs CVX
+47.0%
+218.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -3.7% | -3.3% | -10.0% |
| 7D | -19.1% | -5.3% | -13.8% | -22.9% |
| 30D | -25.2% | +5.1% | -30.3% | -21.0% |
| 3M | -10.9% | +14.9% | -25.8% | +3.1% |
| 6M | +38.0% | +14.9% | +23.1% | +63.7% |
| YTD | +178.8% | +46.3% | +132.5% | +246.6% |
| 1Y | +265.1% | +47.0% | +218.1% | +354.0% |
| All | +265.1% | +47.0% | +218.2% | +354.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling