+205.2%
OXY vs MP
+257.7%
-52.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | -0.6% |
| 7D | -11.9% | -10.5% | -1.4% | -10.7% |
| 30D | -3.1% | -23.5% | +20.4% | -0.2% |
| 3M | +1.1% | -25.4% | +26.5% | +4.0% |
| 6M | +3.2% | -51.3% | +54.5% | +11.2% |
| YTD | +39.0% | -29.9% | +68.9% | +40.4% |
| 1Y | +42.7% | -31.8% | +74.5% | +43.7% |
| 3Y | -3.5% | +127.0% | -130.5% | -29.9% |
| 5Y | +81.3% | -3.3% | +84.6% | +48.3% |
| All | +205.2% | +257.7% | -52.5% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling