+150.5%
OXY vs MP
+58.1%
+92.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.1% |
| 7D | +1.6% | -2.9% | +4.4% | +1.8% |
| 30D | +11.6% | +13.8% | -2.2% | +10.0% |
| 3M | +2.8% | -16.7% | +19.5% | +4.1% |
| 6M | +13.0% | -11.5% | +24.5% | +12.9% |
| YTD | +47.4% | +7.9% | +39.4% | +43.1% |
| 1Y | +31.5% | -15.0% | +46.5% | +29.1% |
| 3Y | -1.9% | +153.5% | -155.5% | -24.1% |
| All | +150.5% | +58.1% | +92.4% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling