-3.5%
OXY vs MLM
+18.7%
-22.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.1% |
| 7D | -11.9% | -4.1% | -7.8% | -11.9% |
| 30D | -3.1% | +8.2% | -11.3% | -3.3% |
| 3M | +1.1% | -3.6% | +4.7% | +1.1% |
| 6M | +3.2% | -15.6% | +18.8% | +4.4% |
| YTD | +39.0% | -16.4% | +55.5% | +40.3% |
| 1Y | +42.7% | -14.3% | +57.0% | +42.9% |
| 3Y | -3.5% | +19.3% | -22.9% | -10.0% |
| All | -3.5% | +18.7% | -22.3% | -10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling