+1,409.0%
OXY vs MKSI
+2,222.5%
-813.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | +0.1% |
| 7D | +2.8% | +2.7% | +0.1% | +2.3% |
| 30D | +5.5% | -12.8% | +18.3% | +7.9% |
| 3M | +11.3% | -22.5% | +33.8% | +14.4% |
| 6M | +11.6% | +19.4% | -7.8% | +4.1% |
| YTD | +51.6% | +67.7% | -16.2% | +31.1% |
| 1Y | +36.2% | +131.4% | -95.2% | +9.4% |
| 3Y | +1.7% | +197.3% | -195.6% | -25.7% |
| 5Y | +164.5% | +87.0% | +77.5% | +104.6% |
| 10Y | +6.1% | +522.1% | -516.0% | -33.7% |
| All | +1,409.0% | +2,222.5% | -813.5% | +788.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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