+37.0%
MDT vs OXY
+7.5%
+29.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | +2.8% | -6.2% | -3.8% |
| 30D | +0.2% | +5.5% | -5.2% | -0.6% |
| 3M | +14.3% | +11.3% | +2.9% | +12.3% |
| 6M | +4.0% | +11.6% | -7.6% | +1.7% |
| YTD | -3.7% | +51.6% | -55.2% | -10.3% |
| 1Y | -0.4% | +36.2% | -36.6% | -5.9% |
| 3Y | +23.3% | +1.7% | +21.6% | +20.3% |
| 5Y | -18.9% | +164.5% | -183.4% | -34.8% |
| All | +37.0% | +7.5% | +29.5% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling