+893.4%
MU vs CVX
+123.4%
+770.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.1% | +6.4% |
| 7D | -12.0% | -7.5% | -4.6% | -10.7% |
| 30D | -28.7% | -0.6% | -28.2% | -28.6% |
| 3M | -16.4% | +14.0% | -30.4% | -18.6% |
| 6M | -1.8% | +18.1% | -19.9% | -6.0% |
| YTD | +157.1% | +42.2% | +114.9% | +124.8% |
| 1Y | +208.5% | +41.3% | +167.2% | +170.3% |
| 3Y | +906.2% | +68.3% | +837.8% | +733.9% |
| 5Y | +893.4% | +122.0% | +771.4% | +734.9% |
| All | +893.4% | +123.4% | +770.0% | +734.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling