+147.9%
OXY vs MKC
-33.0%
+180.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.8% | -1.5% | +4.3% | +3.1% |
| 30D | +5.5% | -3.1% | +8.6% | +5.9% |
| 3M | +11.3% | +5.2% | +6.1% | +10.2% |
| 6M | +11.6% | -12.8% | +24.4% | +13.9% |
| YTD | +51.6% | -23.3% | +74.9% | +58.2% |
| 1Y | +36.2% | -24.1% | +60.3% | +42.3% |
| 3Y | +1.7% | -32.1% | +33.8% | +8.6% |
| All | +147.9% | -33.0% | +180.9% | +203.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling