+45.9%
OXY vs MCO
+9.9%
+36.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.9% | -10.0% | -3.9% |
| 7D | -8.8% | +10.7% | -19.5% | -6.4% |
| 30D | -1.7% | +17.9% | -19.6% | +2.4% |
| 3M | +4.5% | +9.5% | -4.9% | +7.1% |
| 6M | -4.0% | +18.1% | -22.1% | +0.2% |
| YTD | +41.4% | +4.1% | +37.3% | +43.9% |
| 1Y | +45.9% | +9.3% | +36.6% | +48.6% |
| All | +45.9% | +9.9% | +36.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling