+163.2%
OXY vs MTB
+101.1%
+62.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.5% |
| 3M | +7.6% | +7.4% | +0.2% | +4.6% |
| 6M | +16.2% | +18.7% | -2.5% | +8.5% |
| YTD | +50.8% | +21.1% | +29.8% | +39.3% |
| 1Y | +34.7% | +24.1% | +10.6% | +23.1% |
| 3Y | -1.0% | +115.3% | -116.4% | -27.2% |
| 5Y | +163.2% | +106.0% | +57.2% | +53.0% |
| All | +163.2% | +101.1% | +62.1% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling