+15.4%
OXY vs MDB
+1,017.4%
-1,002.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.6% |
| 7D | +1.6% | -17.4% | +19.0% | +3.1% |
| 30D | +11.6% | -2.0% | +13.6% | +11.5% |
| 3M | +2.8% | -3.0% | +5.8% | +2.5% |
| 6M | +13.0% | +48.7% | -35.6% | +8.2% |
| YTD | +47.4% | -12.1% | +59.5% | +46.6% |
| 1Y | +31.5% | +14.5% | +17.0% | +27.1% |
| 3Y | -1.9% | -6.1% | +4.2% | -7.2% |
| 5Y | +148.0% | -27.3% | +175.3% | +126.3% |
| All | +15.4% | +1,017.4% | -1,002.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling