+1,745.7%
OXY vs MLM
+2,961.7%
-1,216.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.4% |
| 7D | +1.6% | -2.9% | +4.5% | +2.7% |
| 30D | +11.6% | -6.8% | +18.4% | +14.3% |
| 3M | +2.8% | -11.2% | +14.0% | +6.3% |
| 6M | +13.0% | -21.8% | +34.9% | +21.5% |
| YTD | +47.4% | -17.0% | +64.4% | +54.1% |
| 1Y | +31.5% | -16.4% | +47.8% | +36.6% |
| 3Y | -1.9% | +14.5% | -16.4% | -12.2% |
| 5Y | +148.0% | +41.7% | +106.2% | +98.7% |
| 10Y | +2.3% | +200.0% | -197.8% | -37.9% |
| All | +1,745.7% | +2,961.7% | -1,216.0% | +532.8% |
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