+5.4%
OXY vs MMM
+53.9%
-48.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | +0.9% | -3.2% | +4.1% | +2.5% |
| 30D | +3.6% | -10.7% | +14.2% | +9.4% |
| 3M | +7.1% | +4.3% | +2.8% | +3.9% |
| 6M | +15.7% | +5.9% | +9.8% | +10.0% |
| YTD | +50.1% | +3.2% | +47.0% | +43.9% |
| 1Y | +34.1% | +8.0% | +26.1% | +24.4% |
| 3Y | -1.5% | +99.1% | -100.6% | -40.7% |
| 5Y | +162.0% | +25.7% | +136.2% | +117.3% |
| All | +5.4% | +53.9% | -48.4% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling