+4,609.2%
MU vs CVX
+202.5%
+4,406.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.0% | +10.9% | +11.5% |
| 7D | +2.0% | -1.7% | +3.7% | +3.0% |
| 30D | -18.0% | -0.8% | -17.2% | -17.7% |
| 3M | -6.6% | +9.4% | -16.0% | -10.6% |
| 6M | +2.0% | +17.5% | -15.5% | -7.1% |
| YTD | +184.5% | +43.8% | +140.6% | +128.0% |
| 1Y | +236.9% | +41.9% | +195.0% | +171.7% |
| 3Y | +987.0% | +69.1% | +917.8% | +696.0% |
| 5Y | +1,014.6% | +128.3% | +886.3% | +552.4% |
| 10Y | +4,609.2% | +204.9% | +4,404.3% | +2,542.7% |
| All | +4,609.2% | +202.5% | +4,406.7% | +2,542.7% |
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 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