+150.5%
OXY vs MPC
+645.9%
-495.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | +1.6% | +5.4% | -3.9% | -2.0% |
| 30D | +11.6% | +31.0% | -19.4% | -7.6% |
| 3M | +2.8% | +46.0% | -43.2% | -21.4% |
| 6M | +13.0% | +77.3% | -64.3% | -24.6% |
| YTD | +47.4% | +141.9% | -94.5% | -21.7% |
| 1Y | +31.5% | +120.9% | -89.4% | -26.0% |
| 3Y | -1.9% | +182.7% | -184.6% | -56.8% |
| All | +150.5% | +645.9% | -495.5% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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