-3.1%
SLB vs MMM
+54.8%
-57.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +2.7% |
| 30D | +15.8% | -7.0% | +22.8% | +20.3% |
| 3M | -0.3% | +10.8% | -11.2% | -6.6% |
| 6M | +21.3% | +5.8% | +15.6% | +16.5% |
| YTD | +52.3% | +6.8% | +45.5% | +44.9% |
| 1Y | +63.6% | +10.4% | +53.2% | +51.8% |
| 3Y | +3.8% | +104.7% | -100.9% | -36.3% |
| 5Y | +128.6% | +23.6% | +105.1% | +96.6% |
| All | -3.1% | +54.8% | -57.9% | -29.4% |
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 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