+1,308.1%
OXY vs MMM
+3,118.8%
-1,810.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.3% |
| 7D | +4.2% | -0.8% | +5.0% | +4.6% |
| 30D | -4.3% | +11.7% | -16.0% | -10.3% |
| 3M | +2.3% | +1.0% | +1.3% | +0.6% |
| 6M | +5.5% | +26.0% | -20.5% | -8.0% |
| YTD | +44.9% | +16.3% | +28.5% | +29.4% |
| 1Y | +42.6% | +9.6% | +33.0% | +31.3% |
| 3Y | +0.7% | +157.3% | -156.6% | -44.2% |
| 5Y | +96.9% | +42.5% | +54.4% | +46.0% |
| 10Y | +18.8% | +73.4% | -54.6% | -18.7% |
| All | +1,308.1% | +3,118.8% | -1,810.7% | +218.5% |
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