+52.6%
OXY vs MDLN
-7.5%
+60.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | -0.4% |
| 7D | +1.4% | -11.5% | +12.8% | -0.1% |
| 30D | +4.0% | -7.6% | +11.6% | +3.2% |
| 3M | +7.6% | -11.4% | +19.0% | +6.6% |
| 6M | +16.2% | -24.5% | +40.7% | +14.7% |
| YTD | +50.8% | -22.9% | +73.7% | +48.7% |
| All | +52.6% | -7.5% | +60.1% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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