+0.7%
OXY vs MDB
-11.2%
+12.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | +4.2% | +6.8% | -2.6% | +3.9% |
| 30D | -4.3% | -6.2% | +1.9% | -4.2% |
| 3M | +2.3% | -29.2% | +31.5% | +3.4% |
| 6M | +5.5% | +10.3% | -4.8% | +4.4% |
| YTD | +44.9% | -20.4% | +65.2% | +45.3% |
| 1Y | +42.6% | -4.8% | +47.4% | +40.8% |
| 3Y | +0.7% | -11.6% | +12.3% | -8.9% |
| All | +0.7% | -11.2% | +12.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling