+21.6%
OXY vs MXL
+286.3%
-264.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.2% |
| 7D | +0.9% | +16.6% | -15.7% | -1.5% |
| 30D | +3.6% | +0.5% | +3.1% | +2.8% |
| 3M | +7.1% | -3.6% | +10.7% | +3.1% |
| 6M | +15.7% | +328.0% | -312.4% | -20.8% |
| YTD | +50.1% | +297.8% | -247.7% | +3.5% |
| 1Y | +34.1% | +339.4% | -305.3% | -10.5% |
| 3Y | -1.5% | +201.7% | -203.2% | -36.8% |
| 5Y | +162.0% | +32.8% | +129.2% | +87.4% |
| 10Y | +5.1% | +274.8% | -269.8% | -45.4% |
| All | +21.6% | +286.3% | -264.7% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling