+1,341.2%
MU vs CVX
+42.1%
+1,299.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +7.2% | -0.6% | +7.8% | +7.2% |
| 30D | +14.0% | +13.4% | +0.5% | +12.4% |
| 3M | +5.4% | +11.8% | -6.4% | +4.2% |
| 6M | +170.3% | +12.4% | +157.8% | +161.9% |
| YTD | +250.7% | +41.5% | +209.2% | +201.4% |
| 1Y | +662.1% | +41.6% | +620.5% | +551.4% |
| 3Y | +1,341.2% | +42.2% | +1,299.0% | +1,077.1% |
| All | +1,341.2% | +42.1% | +1,299.1% | +1,077.1% |
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