+1,319.3%
MU vs CVX
+162.9%
+1,156.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | +7.2% | -0.6% | +7.8% | +7.3% |
| 30D | +14.0% | +13.4% | +0.5% | +11.1% |
| 3M | +5.4% | +11.8% | -6.4% | +2.7% |
| 6M | +170.3% | +12.4% | +157.8% | +159.4% |
| YTD | +250.7% | +41.5% | +209.2% | +206.9% |
| 1Y | +662.1% | +41.6% | +620.5% | +564.9% |
| 3Y | +1,341.2% | +42.2% | +1,299.0% | +1,145.8% |
| 5Y | +1,319.3% | +166.0% | +1,153.4% | +946.8% |
| All | +1,319.3% | +162.9% | +1,156.4% | +946.8% |
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