+1.2%
OXY vs MTB
+113.5%
-112.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.4% | -0.4% | +1.8% | +1.5% |
| 30D | +4.0% | -4.6% | +8.6% | +5.3% |
| 3M | +7.6% | +7.4% | +0.2% | +5.0% |
| 6M | +16.2% | +18.7% | -2.5% | +9.3% |
| YTD | +50.8% | +21.1% | +29.8% | +40.1% |
| 1Y | +34.7% | +24.1% | +10.6% | +23.7% |
| All | +1.2% | +113.5% | -112.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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