+77.0%
USO vs MMM
+51.9%
+25.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.6% | +2.9% |
| 7D | +6.2% | -2.6% | +8.8% | +6.6% |
| 30D | +19.1% | -9.3% | +28.4% | +20.6% |
| 3M | +14.2% | +5.6% | +8.6% | +12.8% |
| 6M | +43.7% | +9.5% | +34.3% | +40.6% |
| YTD | +116.8% | +4.1% | +112.7% | +113.3% |
| 1Y | +104.3% | +9.4% | +95.0% | +98.5% |
| 3Y | +91.5% | +101.0% | -9.4% | +57.0% |
| 5Y | +214.1% | +26.1% | +188.0% | +194.3% |
| 10Y | +77.0% | +54.7% | +22.3% | +67.1% |
| All | +77.0% | +51.9% | +25.1% | +67.1% |
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