+181.3%
MCD vs OXY
+3.7%
+177.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | -2.9% | +0.6% | -3.5% | -2.9% |
| 30D | -6.7% | +4.5% | -11.3% | -7.1% |
| 3M | -9.6% | +8.9% | -18.5% | -10.4% |
| 6M | -22.3% | +12.5% | -34.8% | -23.5% |
| YTD | -15.4% | +50.5% | -65.9% | -19.1% |
| 1Y | -16.8% | +38.6% | -55.4% | -19.9% |
| 3Y | -2.4% | -1.2% | -1.2% | -3.6% |
| 5Y | +19.4% | +161.6% | -142.3% | +2.8% |
| 10Y | +181.3% | +5.3% | +176.0% | +128.1% |
| All | +181.3% | +3.7% | +177.6% | +128.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling