-3.5%
OXY vs MP
+114.3%
-117.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.1% |
| 7D | -11.9% | -10.5% | -1.4% | -11.6% |
| 30D | -3.1% | -23.5% | +20.4% | -2.5% |
| 3M | +1.1% | -25.4% | +26.5% | +1.7% |
| 6M | +3.2% | -51.3% | +54.5% | +5.4% |
| YTD | +39.0% | -29.9% | +68.9% | +39.1% |
| 1Y | +42.7% | -31.8% | +74.5% | +42.7% |
| 3Y | -3.5% | +127.0% | -130.5% | -16.5% |
| All | -3.5% | +114.3% | -117.9% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling