+1,359.2%
OXY vs MTB
+8,265.4%
-6,906.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.4% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | +3.6% | -4.6% | +8.2% | +5.7% |
| 3M | +7.1% | +7.4% | -0.3% | +3.1% |
| 6M | +15.7% | +18.7% | -3.0% | +5.5% |
| YTD | +50.1% | +21.1% | +29.1% | +35.2% |
| 1Y | +34.1% | +24.1% | +10.0% | +19.1% |
| 3Y | -1.5% | +115.3% | -116.8% | -34.3% |
| 5Y | +162.0% | +106.0% | +56.0% | +71.0% |
| 10Y | +5.1% | +171.6% | -166.5% | -34.9% |
| All | +1,359.2% | +8,265.4% | -6,906.2% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling