+1,641.1%
OXY vs MLM
+2,981.8%
-1,340.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.7% |
| 7D | -11.9% | -4.1% | -7.8% | -10.6% |
| 30D | -3.1% | +8.2% | -11.3% | -6.3% |
| 3M | +1.1% | -3.6% | +4.7% | +1.9% |
| 6M | +3.2% | -15.6% | +18.8% | +8.0% |
| YTD | +39.0% | -16.4% | +55.5% | +44.4% |
| 1Y | +42.7% | -14.3% | +57.0% | +46.6% |
| 3Y | -3.5% | +19.3% | -22.9% | -14.9% |
| 5Y | +81.3% | +29.6% | +51.8% | +50.3% |
| 10Y | +11.2% | +189.9% | -178.7% | -31.8% |
| All | +1,641.1% | +2,981.8% | -1,340.7% | +493.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling