-18.2%
MDT vs OXY
+160.1%
-178.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | +0.2% | +5.5% | -5.2% | -0.2% |
| 3M | +14.3% | +11.3% | +2.9% | +13.1% |
| 6M | +4.0% | +11.6% | -7.6% | +2.7% |
| YTD | -3.7% | +51.6% | -55.2% | -7.8% |
| 1Y | -0.4% | +36.2% | -36.6% | -3.8% |
| 3Y | +23.3% | +1.7% | +21.6% | +20.7% |
| All | -18.2% | +160.1% | -178.3% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling