+854.5%
OXY vs MAR
+2,439.3%
-1,584.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +2.0% |
| 7D | -0.5% | -1.7% | +1.2% | +0.2% |
| 30D | +8.5% | -6.9% | +15.4% | +11.6% |
| 3M | +6.0% | -15.8% | +21.8% | +13.1% |
| 6M | +13.0% | +1.9% | +11.0% | +9.8% |
| YTD | +48.9% | +6.6% | +42.3% | +41.0% |
| 1Y | +36.4% | +23.7% | +12.7% | +20.6% |
| 3Y | -2.3% | +64.6% | -66.9% | -25.0% |
| 5Y | +160.6% | +156.4% | +4.3% | +60.2% |
| 10Y | +2.0% | +415.4% | -413.4% | -51.4% |
| All | +854.5% | +2,439.3% | -1,584.8% | +140.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling