+40.1%
MA vs OXY
-1.9%
+42.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.5% | -1.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | +1.4% | +8.5% | -7.1% | +0.8% |
| 3M | +17.7% | +6.0% | +11.7% | +17.2% |
| 6M | +9.7% | +13.0% | -3.3% | +8.1% |
| YTD | +0.5% | +48.9% | -48.4% | -4.6% |
| 1Y | -2.1% | +36.4% | -38.5% | -6.0% |
| 3Y | +40.1% | -2.3% | +42.4% | +36.1% |
| All | +40.1% | -1.9% | +42.0% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling