+20.4%
MCD vs OXY
+150.1%
-129.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -6.1% | +8.5% | -14.6% | -6.3% |
| 3M | -7.3% | +6.0% | -13.3% | -7.4% |
| 6M | -20.9% | +13.0% | -33.9% | -21.3% |
| YTD | -14.7% | +48.9% | -63.5% | -15.9% |
| 1Y | -16.1% | +36.4% | -52.5% | -17.1% |
| 3Y | -1.5% | -2.3% | +0.8% | -1.9% |
| 5Y | +20.4% | +160.6% | -140.2% | +11.6% |
| All | +20.4% | +150.1% | -129.6% | +11.6% |
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