+161.6%
OXY vs MDB
-24.3%
+185.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +1.0% |
| 7D | +0.6% | -4.5% | +5.2% | +0.9% |
| 30D | +4.5% | -14.0% | +18.5% | +5.3% |
| 3M | +8.9% | +5.3% | +3.6% | +8.1% |
| 6M | +12.5% | +31.9% | -19.4% | +9.5% |
| YTD | +50.5% | -14.6% | +65.1% | +50.3% |
| 1Y | +38.6% | +8.2% | +30.4% | +35.3% |
| 3Y | -1.2% | -5.0% | +3.8% | -6.4% |
| 5Y | +161.6% | -24.5% | +186.2% | +137.6% |
| All | +161.6% | -24.3% | +185.9% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling