+209.8%
OXY vs MP
+271.0%
-61.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.5% |
| 7D | -0.2% | +2.3% | -2.4% | -0.5% |
| 30D | -6.4% | -15.3% | +8.9% | -4.7% |
| 3M | -2.6% | -33.5% | +30.9% | +1.6% |
| 6M | +4.8% | -45.5% | +50.3% | +11.3% |
| YTD | +41.2% | -27.3% | +68.5% | +41.8% |
| 1Y | +39.5% | -40.7% | +80.2% | +43.6% |
| 3Y | -0.8% | +145.9% | -146.7% | -28.9% |
| 5Y | +91.6% | -13.9% | +105.5% | +61.7% |
| All | +209.8% | +271.0% | -61.2% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling