+151.6%
USO vs MMM
+47.4%
+104.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -10.6% | +7.0% | -17.5% | -10.1% |
| 30D | -4.6% | +18.4% | -22.9% | -3.5% |
| 3M | +12.3% | +4.5% | +7.9% | +12.9% |
| 6M | +5.9% | +33.4% | -27.5% | +7.0% |
| YTD | +104.5% | +20.0% | +84.6% | +107.0% |
| 1Y | +97.3% | +15.0% | +82.3% | +100.3% |
| 3Y | +97.0% | +165.0% | -68.0% | +86.2% |
| All | +151.6% | +47.4% | +104.2% | +168.3% |
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