+208.0%
OXY vs MP
+268.3%
-60.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.0% | +0.6% |
| 7D | -5.8% | -3.6% | -2.2% | -5.4% |
| 30D | -5.3% | -21.0% | +15.6% | -2.9% |
| 3M | -2.5% | -33.3% | +30.8% | +1.7% |
| 6M | +8.3% | -45.9% | +54.2% | +15.2% |
| YTD | +40.3% | -27.8% | +68.1% | +41.2% |
| 1Y | +38.8% | -43.2% | +82.0% | +43.8% |
| 3Y | -1.4% | +144.0% | -145.5% | -29.2% |
| 5Y | +92.2% | -6.1% | +98.3% | +58.9% |
| All | +208.0% | +268.3% | -60.3% | +53.6% |
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