+6.4%
OXY vs MXL
+313.4%
-306.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.5% | -7.1% | -0.6% |
| 7D | +2.8% | +18.9% | -16.0% | +0.2% |
| 30D | +5.5% | +0.3% | +5.1% | +4.7% |
| 3M | +11.3% | -8.0% | +19.3% | +8.3% |
| 6M | +11.6% | +341.2% | -329.6% | -24.7% |
| YTD | +51.6% | +327.8% | -276.3% | +2.2% |
| 1Y | +36.2% | +364.9% | -328.7% | -11.0% |
| 3Y | +1.7% | +229.2% | -227.5% | -37.0% |
| 5Y | +164.5% | +42.8% | +121.7% | +86.2% |
| All | +6.4% | +313.4% | -306.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 10y: compounded portfolio wealth divided by compounded MXL 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…
10y analysis · Full analysis span regression · 6 months rolling