+1,292.2%
OXY vs MDY
+2,589.7%
-1,297.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +1.1% |
| 7D | +1.4% | -2.5% | +3.9% | +3.7% |
| 30D | +4.0% | -5.0% | +9.1% | +9.0% |
| 3M | +7.6% | +0.5% | +7.1% | +6.2% |
| 6M | +16.2% | +8.0% | +8.2% | +5.5% |
| YTD | +50.8% | +12.2% | +38.7% | +31.8% |
| 1Y | +34.7% | +14.0% | +20.7% | +15.6% |
| 3Y | -1.0% | +48.2% | -49.2% | -34.8% |
| 5Y | +163.2% | +46.1% | +117.1% | +73.4% |
| 10Y | +5.5% | +173.8% | -168.2% | -54.2% |
| All | +1,292.2% | +2,589.7% | -1,297.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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