+147.9%
OXY vs MCO
+28.6%
+119.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | +2.8% | -3.8% | +6.6% | +3.6% |
| 30D | +5.5% | -0.4% | +5.8% | +5.4% |
| 3M | +11.3% | +7.7% | +3.6% | +9.0% |
| 6M | +11.6% | +7.0% | +4.6% | +9.1% |
| YTD | +51.6% | -6.4% | +58.0% | +52.4% |
| 1Y | +36.2% | -7.6% | +43.9% | +37.3% |
| 3Y | +1.7% | +43.2% | -41.5% | -11.3% |
| All | +147.9% | +28.6% | +119.3% | +124.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling