-1.8%
MA vs OXY
+37.6%
-39.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.4% |
| 7D | -3.5% | +0.9% | -4.4% | -3.4% |
| 30D | +0.7% | +3.6% | -2.9% | +0.9% |
| 3M | +15.8% | +7.1% | +8.7% | +16.5% |
| 6M | +10.2% | +15.7% | -5.5% | +11.7% |
| YTD | -0.5% | +50.1% | -50.6% | +1.6% |
| 1Y | -1.8% | +34.1% | -35.9% | +0.2% |
| All | -1.8% | +37.6% | -39.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OXY.
Daily Out/Under-Performance
Portfolio return minus OXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OXY 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 1y: compounded portfolio wealth divided by compounded OXY 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…
1y analysis · Full analysis span regression · 6 months rolling