+5,979.9%
MCD vs OXY
+1,363.1%
+4,616.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | -2.8% | +1.6% | -4.4% | -3.0% |
| 30D | -6.0% | +11.6% | -17.6% | -7.5% |
| 3M | -5.6% | +2.8% | -8.4% | -6.2% |
| 6M | -21.9% | +13.0% | -34.9% | -23.7% |
| YTD | -14.7% | +47.4% | -62.1% | -19.9% |
| 1Y | -17.3% | +31.5% | -48.7% | -21.2% |
| 3Y | -2.2% | -1.9% | -0.2% | -4.1% |
| 5Y | +20.3% | +148.0% | -127.7% | -1.4% |
| 10Y | +180.7% | +2.3% | +178.4% | +132.2% |
| All | +5,979.9% | +1,363.1% | +4,616.8% | +3,114.7% |
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