+45.9%
OXY vs MP
-35.7%
+81.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.1% | -0.1% | -5.3% |
| 7D | -8.8% | -12.5% | +3.7% | -9.2% |
| 30D | -1.7% | -23.3% | +21.7% | -2.4% |
| 3M | +4.5% | -24.4% | +28.9% | +3.8% |
| 6M | -4.0% | -45.8% | +41.8% | -4.6% |
| YTD | +41.4% | -28.9% | +70.3% | +40.7% |
| 1Y | +45.9% | -34.6% | +80.5% | +45.4% |
| All | +45.9% | -35.7% | +81.6% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling