+5.9%
OXY vs MMM
+53.9%
-48.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.7% |
| 7D | +1.4% | -3.2% | +4.6% | +3.0% |
| 30D | +4.0% | -10.7% | +14.7% | +9.9% |
| 3M | +7.6% | +4.3% | +3.3% | +4.4% |
| 6M | +16.2% | +5.9% | +10.3% | +10.5% |
| YTD | +50.8% | +3.2% | +47.7% | +44.5% |
| 1Y | +34.7% | +8.0% | +26.7% | +25.0% |
| 3Y | -1.0% | +99.1% | -100.1% | -40.4% |
| 5Y | +163.2% | +25.7% | +137.4% | +118.3% |
| All | +5.9% | +53.9% | -48.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MMM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling