+1,332.5%
OXY vs MMM
+2,854.2%
-1,521.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.6% | -3.3% | +4.9% | +3.3% |
| 30D | +11.6% | -7.0% | +18.6% | +15.5% |
| 3M | +2.8% | +10.8% | -8.0% | -3.2% |
| 6M | +13.0% | +5.8% | +7.3% | +7.6% |
| YTD | +47.4% | +6.8% | +40.6% | +38.9% |
| 1Y | +31.5% | +10.4% | +21.1% | +21.1% |
| 3Y | -1.9% | +104.7% | -106.6% | -38.3% |
| 5Y | +148.0% | +23.6% | +124.4% | +100.3% |
| 10Y | +2.3% | +54.1% | -51.9% | -25.0% |
| All | +1,332.5% | +2,854.2% | -1,521.7% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling