+1,556.9%
OXY vs MCK
+6,818.8%
-5,261.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.8% | -2.9% | +5.8% | +3.6% |
| 30D | +5.5% | +0.4% | +5.0% | +5.2% |
| 3M | +11.3% | +12.1% | -0.8% | +7.7% |
| 6M | +11.6% | -5.4% | +17.0% | +12.6% |
| YTD | +51.6% | +7.8% | +43.8% | +46.8% |
| 1Y | +36.2% | +22.9% | +13.3% | +27.0% |
| 3Y | +1.7% | +110.7% | -109.0% | -19.7% |
| 5Y | +164.5% | +346.2% | -181.7% | +69.2% |
| 10Y | +6.1% | +440.1% | -434.1% | -36.3% |
| All | +1,556.9% | +6,818.8% | -5,261.9% | +556.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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