-73.2%
USO vs MMM
+404.3%
-477.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.6% | +3.6% |
| 7D | -1.4% | -0.8% | -0.6% | -1.3% |
| 30D | -4.6% | +14.4% | -19.0% | -8.6% |
| 3M | +14.7% | +1.8% | +13.0% | +13.3% |
| 6M | +1.2% | +31.3% | -30.1% | -7.9% |
| YTD | +111.2% | +18.0% | +93.2% | +95.9% |
| 1Y | +109.3% | +10.9% | +98.4% | +97.9% |
| 3Y | +103.5% | +160.6% | -57.1% | +35.1% |
| 5Y | +160.9% | +44.5% | +116.4% | +114.4% |
| 10Y | +86.9% | +75.9% | +11.0% | +32.6% |
| All | -73.2% | +404.3% | -477.4% | -89.3% |
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 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