+5,744.5%
MU vs CVX
+220.5%
+5,524.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.7% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | +12.5% | +9.1% | +3.4% | +8.1% |
| 3M | +9.6% | +13.1% | -3.5% | +2.5% |
| 6M | +142.6% | +16.3% | +126.3% | +119.9% |
| YTD | +242.7% | +43.5% | +199.2% | +176.1% |
| 1Y | +599.3% | +40.2% | +559.1% | +468.5% |
| 3Y | +1,308.3% | +44.2% | +1,264.0% | +1,018.0% |
| 5Y | +1,263.7% | +170.6% | +1,093.1% | +625.9% |
| All | +5,744.5% | +220.5% | +5,524.0% | +3,085.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling