+2.0%
OXY vs MLM
+204.6%
-202.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | -0.5% | +1.4% | -1.9% | -1.2% |
| 30D | +8.5% | -6.5% | +15.0% | +11.8% |
| 3M | +6.0% | -7.4% | +13.4% | +8.2% |
| 6M | +13.0% | -15.8% | +28.8% | +19.3% |
| YTD | +48.9% | -17.4% | +66.3% | +57.7% |
| 1Y | +36.4% | -17.9% | +54.3% | +44.1% |
| 3Y | -2.3% | +18.9% | -21.2% | -19.4% |
| 5Y | +160.6% | +43.4% | +117.2% | +82.3% |
| 10Y | +2.0% | +206.2% | -204.2% | -50.4% |
| All | +2.0% | +204.6% | -202.6% | -50.4% |
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