+7,787.5%
MDT vs OXY
+1,393.8%
+6,393.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +2.8% | +4.5% | -1.7% | +1.9% |
| 3M | +13.1% | +8.9% | +4.2% | +11.1% |
| 6M | +2.3% | +12.5% | -10.1% | -0.6% |
| YTD | -2.7% | +50.5% | -53.2% | -10.6% |
| 1Y | +0.9% | +38.6% | -37.7% | -6.2% |
| 3Y | +26.8% | -1.2% | +28.1% | +23.7% |
| 5Y | -19.5% | +161.6% | -181.1% | -37.3% |
| 10Y | +40.6% | +5.3% | +35.3% | +11.4% |
| All | +7,787.5% | +1,393.8% | +6,393.7% | +3,676.3% |
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