+25.2%
MCD vs OXY
+75.2%
-50.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.8% |
| 7D | +5.9% | -8.2% | +14.1% | +6.1% |
| 30D | +19.6% | -7.2% | +26.9% | +19.8% |
| 3M | +3.3% | +0.2% | +3.1% | +3.2% |
| 6M | +3.5% | +6.1% | -2.6% | +3.1% |
| YTD | -6.1% | +37.5% | -43.6% | -7.4% |
| 1Y | -3.7% | +37.7% | -41.3% | -5.0% |
| 3Y | +13.4% | -2.8% | +16.1% | +12.7% |
| 5Y | +25.2% | +77.6% | -52.5% | +23.2% |
| All | +25.2% | +75.2% | -50.1% | +23.2% |
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