+97.5%
OXY vs MLM
+25.7%
+71.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +4.2% | -0.9% | +5.1% | +4.3% |
| 30D | -4.3% | +9.0% | -13.4% | -5.7% |
| 3M | +2.3% | -5.6% | +7.9% | +2.9% |
| 6M | +5.5% | -10.7% | +16.2% | +6.6% |
| YTD | +44.9% | -17.2% | +62.0% | +47.9% |
| 1Y | +42.6% | -14.2% | +56.8% | +44.1% |
| 3Y | +0.7% | +15.6% | -14.9% | -7.9% |
| All | +97.5% | +25.7% | +71.8% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling