+4,407.5%
MU vs CVX
+215.8%
+4,191.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.2% | -3.2% |
| 7D | +12.8% | +3.4% | +9.4% | +11.1% |
| 30D | -14.9% | -1.0% | -13.9% | -14.5% |
| 3M | -18.0% | +12.2% | -30.2% | -22.5% |
| 6M | -3.1% | +20.3% | -23.5% | -12.8% |
| YTD | +172.9% | +48.3% | +124.6% | +115.7% |
| 1Y | +228.8% | +46.9% | +181.9% | +161.2% |
| 3Y | +950.8% | +73.1% | +877.7% | +661.8% |
| 5Y | +931.3% | +135.2% | +796.0% | +495.5% |
| All | +4,407.5% | +215.8% | +4,191.7% | +2,397.7% |
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