+6,434.3%
MCD vs OXY
+1,301.2%
+5,133.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.7% |
| 7D | -1.9% | -0.2% | -1.8% | -1.9% |
| 30D | +16.6% | -6.4% | +23.0% | +17.5% |
| 3M | +0.9% | -2.6% | +3.6% | +1.1% |
| 6M | +1.5% | +4.8% | -3.3% | +0.3% |
| YTD | -8.3% | +41.2% | -49.5% | -13.6% |
| 1Y | -8.1% | +39.5% | -47.6% | -13.3% |
| 3Y | +10.3% | -0.8% | +11.2% | +7.8% |
| 5Y | +23.4% | +91.6% | -68.1% | +5.5% |
| 10Y | +205.9% | +15.7% | +190.2% | +146.7% |
| All | +6,434.3% | +1,301.2% | +5,133.1% | +3,367.7% |
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