+4.2%
MU vs OXY
+5.6%
-1.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.1% |
| 7D | +21.6% | +3.6% | +18.0% | +22.6% |
| 30D | -16.2% | -5.3% | -11.0% | -17.4% |
| 3M | -12.4% | +0.2% | -12.6% | -10.9% |
| 6M | +4.2% | +4.7% | -0.6% | +8.1% |
| All | +4.2% | +5.6% | -1.4% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling