+6,592.2%
MCD vs OXY
+1,265.0%
+5,327.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | +5.9% | -8.2% | +14.1% | +7.1% |
| 30D | +19.6% | -7.2% | +26.9% | +20.7% |
| 3M | +3.3% | +0.2% | +3.1% | +3.0% |
| 6M | +3.5% | +6.1% | -2.6% | +2.1% |
| YTD | -6.1% | +37.5% | -43.6% | -11.2% |
| 1Y | -3.7% | +37.7% | -41.3% | -8.9% |
| 3Y | +13.4% | -2.8% | +16.1% | +11.1% |
| 5Y | +25.2% | +77.6% | -52.5% | +8.2% |
| 10Y | +211.3% | +9.5% | +201.8% | +153.2% |
| All | +6,592.2% | +1,265.0% | +5,327.2% | +3,464.5% |
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