+1,426.3%
OXY vs MCO
+7,284.8%
-5,858.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +1.4% | -7.3% | +8.7% | +4.2% |
| 30D | +4.0% | -1.7% | +5.7% | +4.5% |
| 3M | +7.6% | +3.9% | +3.7% | +5.3% |
| 6M | +16.2% | +3.8% | +12.4% | +13.0% |
| YTD | +50.8% | -7.9% | +58.7% | +52.0% |
| 1Y | +34.7% | -6.8% | +41.5% | +34.7% |
| 3Y | -1.0% | +40.9% | -42.0% | -16.9% |
| 5Y | +163.2% | +27.5% | +135.7% | +124.2% |
| 10Y | +5.5% | +381.4% | -375.9% | -42.9% |
| All | +1,426.3% | +7,284.8% | -5,858.5% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling