+15.7%
OXY vs MLM
+140.5%
-124.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.2% | -5.8% | +5.7% | +2.7% |
| 30D | -6.4% | +9.8% | -16.2% | -11.0% |
| 3M | -2.6% | -5.2% | +2.5% | -0.9% |
| 6M | +4.8% | -10.3% | +15.0% | +7.6% |
| YTD | +41.2% | -15.5% | +56.6% | +47.1% |
| 1Y | +39.5% | -15.0% | +54.5% | +44.6% |
| 3Y | -0.8% | +17.5% | -18.3% | -17.9% |
| 5Y | +91.6% | +30.5% | +61.0% | +41.1% |
| 10Y | +15.7% | +145.5% | -129.8% | -45.7% |
| All | +15.7% | +140.5% | -124.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling