+1,346.4%
MU vs OXY
+164.6%
+1,181.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.6% |
| 7D | +7.5% | +0.6% | +6.9% | +7.4% |
| 30D | +19.4% | +4.5% | +14.9% | +18.4% |
| 3M | +9.8% | +8.9% | +0.9% | +7.6% |
| 6M | +164.1% | +12.5% | +151.7% | +152.7% |
| YTD | +260.3% | +50.5% | +209.8% | +216.9% |
| 1Y | +661.2% | +38.6% | +622.6% | +582.9% |
| 3Y | +1,380.8% | -1.2% | +1,382.1% | +1,302.5% |
| 5Y | +1,346.4% | +161.6% | +1,184.7% | +1,048.3% |
| All | +1,346.4% | +164.6% | +1,181.8% | +1,048.3% |
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 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