+19.9%
MDT vs OXY
+45.4%
-25.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -5.1% | +11.3% | +5.9% |
| 7D | +10.7% | -8.8% | +19.5% | +10.4% |
| 30D | +19.3% | -1.7% | +21.0% | +19.0% |
| 3M | +22.8% | +4.5% | +18.2% | +22.8% |
| 6M | +36.4% | -4.0% | +40.4% | +35.7% |
| YTD | +12.1% | +41.4% | -29.3% | +7.9% |
| 1Y | +19.9% | +45.9% | -26.0% | +14.7% |
| All | +19.9% | +45.4% | -25.5% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling