+906.2%
MU vs CVX
+67.0%
+839.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.3% |
| 7D | -12.0% | -7.5% | -4.6% | -11.4% |
| 30D | -28.7% | -0.6% | -28.2% | -28.6% |
| 3M | -16.4% | +14.0% | -30.4% | -17.7% |
| 6M | -1.8% | +18.1% | -19.9% | -5.0% |
| YTD | +157.1% | +42.2% | +114.9% | +115.9% |
| 1Y | +208.5% | +41.3% | +167.2% | +159.8% |
| 3Y | +906.2% | +68.3% | +837.8% | +675.7% |
| All | +906.2% | +67.0% | +839.1% | +675.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling