+14,639.2%
MO vs OXY
+1,393.8%
+13,245.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -2.4% | +0.6% | -3.0% | -2.5% |
| 30D | +3.6% | +4.5% | -0.9% | +2.9% |
| 3M | -3.7% | +8.9% | -12.6% | -5.1% |
| 6M | +4.5% | +12.5% | -8.0% | +2.2% |
| YTD | +21.5% | +50.5% | -29.0% | +13.7% |
| 1Y | +9.5% | +38.6% | -29.1% | +3.5% |
| 3Y | +93.6% | -1.2% | +94.8% | +89.8% |
| 5Y | +97.5% | +161.6% | -64.1% | +61.5% |
| 10Y | +111.2% | +5.3% | +105.9% | +75.5% |
| All | +14,639.2% | +1,393.8% | +13,245.4% | +8,146.1% |
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