+200.5%
USO vs MMM
+28.6%
+172.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.8% |
| 7D | +3.6% | -1.6% | +5.2% | +3.5% |
| 30D | +23.8% | -8.0% | +31.8% | +23.4% |
| 3M | +8.1% | +9.4% | -1.3% | +8.1% |
| 6M | +34.3% | +10.2% | +24.0% | +34.6% |
| YTD | +111.1% | +6.1% | +105.0% | +111.8% |
| 1Y | +99.9% | +10.8% | +89.1% | +99.8% |
| 3Y | +86.5% | +104.8% | -18.3% | +77.2% |
| 5Y | +200.5% | +27.0% | +173.5% | +224.4% |
| All | +200.5% | +28.6% | +172.0% | +224.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling