+6.4%
OXY vs MAR
+450.9%
-444.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | -0.4% |
| 7D | +2.8% | -0.5% | +3.4% | +3.1% |
| 30D | +5.5% | -5.4% | +10.9% | +8.5% |
| 3M | +11.3% | -15.5% | +26.8% | +20.8% |
| 6M | +11.6% | +3.0% | +8.6% | +6.6% |
| YTD | +51.6% | +8.5% | +43.0% | +39.1% |
| 1Y | +36.2% | +26.0% | +10.3% | +13.7% |
| 3Y | +1.7% | +68.6% | -66.9% | -31.1% |
| 5Y | +164.5% | +157.4% | +7.1% | +27.9% |
| All | +6.4% | +450.9% | -444.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling