+1,308.1%
OXY vs MMM
+3,132.3%
-1,824.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +4.2% | -0.4% | +4.6% | +4.4% |
| 30D | -4.3% | +12.1% | -16.5% | -10.5% |
| 3M | +2.3% | +1.4% | +0.9% | +0.4% |
| 6M | +5.5% | +26.6% | -21.0% | -8.2% |
| YTD | +44.9% | +16.8% | +28.1% | +29.2% |
| 1Y | +42.6% | +10.1% | +32.5% | +31.0% |
| 3Y | +0.7% | +158.4% | -157.7% | -44.3% |
| 5Y | +96.9% | +43.1% | +53.8% | +45.7% |
| 10Y | +18.8% | +74.2% | -55.4% | -18.9% |
| All | +1,308.1% | +3,132.3% | -1,824.2% | +217.9% |
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