+1.7%
OXY vs MKC
-31.4%
+33.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | -1.5% | +4.3% | +3.0% |
| 30D | +5.5% | -3.1% | +8.6% | +5.7% |
| 3M | +11.3% | +5.2% | +6.1% | +10.6% |
| 6M | +11.6% | -12.8% | +24.4% | +13.6% |
| YTD | +51.6% | -23.3% | +74.9% | +57.1% |
| 1Y | +36.2% | -24.1% | +60.3% | +41.3% |
| 3Y | +1.7% | -32.1% | +33.8% | +2.5% |
| All | +1.7% | -31.4% | +33.1% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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