+13,824.1%
MA vs OXY
+120.8%
+13,703.3%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.1% |
| 30D | +1.5% | +11.6% | -10.0% | -1.7% |
| 3M | +20.4% | +2.8% | +17.6% | +18.8% |
| 6M | +11.1% | +13.0% | -1.9% | +5.9% |
| YTD | +2.0% | +47.4% | -45.4% | -10.6% |
| 1Y | -2.2% | +31.5% | -33.6% | -11.7% |
| 3Y | +41.9% | -1.9% | +43.8% | +36.1% |
| 5Y | +75.4% | +148.0% | -72.6% | +18.0% |
| 10Y | +527.5% | +2.3% | +525.3% | +353.4% |
| All | +13,824.1% | +120.8% | +13,703.3% | +6,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling