+24.2%
MDT vs OXY
-1.7%
+25.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -1.6% | +1.4% | -3.0% | -1.7% |
| 30D | +1.0% | +4.0% | -3.0% | +0.7% |
| 3M | +15.2% | +7.6% | +7.6% | +14.4% |
| 6M | +3.7% | +16.2% | -12.5% | +1.8% |
| YTD | -3.0% | +50.8% | -53.8% | -7.9% |
| 1Y | +2.5% | +34.7% | -32.2% | -1.5% |
| All | +24.2% | -1.7% | +25.9% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling