+15,762.5%
MA vs OXY
+110.2%
+15,652.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.6% | -0.1% |
| 7D | +1.8% | -5.8% | +7.6% | +3.4% |
| 30D | +11.8% | -5.3% | +17.2% | +13.3% |
| 3M | +17.2% | -2.5% | +19.7% | +17.4% |
| 6M | +33.4% | +8.3% | +25.1% | +28.8% |
| YTD | +16.1% | +40.3% | -24.2% | +2.8% |
| 1Y | +19.9% | +38.8% | -18.9% | +6.3% |
| 3Y | +70.1% | -1.4% | +71.5% | +62.6% |
| 5Y | +89.6% | +92.2% | -2.6% | +38.6% |
| 10Y | +568.4% | +13.7% | +554.7% | +356.0% |
| All | +15,762.5% | +110.2% | +15,652.2% | +7,100.3% |
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