+97.5%
OXY vs MP
-13.0%
+110.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.3% |
| 7D | +4.2% | +9.5% | -5.3% | +3.4% |
| 30D | -4.3% | -3.0% | -1.4% | -4.2% |
| 3M | +2.3% | -30.4% | +32.6% | +5.0% |
| 6M | +5.5% | -39.2% | +44.7% | +9.1% |
| YTD | +44.9% | -23.3% | +68.2% | +44.6% |
| 1Y | +42.6% | -32.6% | +75.2% | +43.9% |
| 3Y | +0.7% | +159.3% | -158.5% | -24.6% |
| All | +97.5% | -13.0% | +110.5% | +73.6% |
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 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