+66.3%
MA vs OXY
+164.6%
-98.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | -3.5% | +0.6% | -4.1% | -3.6% |
| 30D | +0.8% | +4.5% | -3.7% | +0.2% |
| 3M | +14.8% | +8.9% | +5.9% | +13.4% |
| 6M | +10.0% | +12.5% | -2.5% | +7.8% |
| YTD | -0.1% | +50.5% | -50.6% | -6.4% |
| 1Y | -2.2% | +38.6% | -40.8% | -7.4% |
| 3Y | +39.3% | -1.2% | +40.5% | +36.7% |
| 5Y | +66.3% | +161.6% | -95.3% | +39.0% |
| All | +66.3% | +164.6% | -98.3% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling