-17.3%
SLB vs MMM
+84.0%
-101.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | -4.3% | +7.0% | -11.2% | -8.1% |
| 30D | +1.9% | +18.4% | -16.4% | -7.6% |
| 3M | -5.7% | +4.5% | -10.2% | -8.6% |
| 6M | -5.3% | +33.4% | -38.8% | -20.4% |
| YTD | +32.2% | +20.0% | +12.2% | +17.2% |
| 1Y | +38.5% | +15.0% | +23.5% | +25.7% |
| 3Y | +1.1% | +165.0% | -163.9% | -47.1% |
| 5Y | +70.3% | +47.9% | +22.3% | +29.9% |
| 10Y | -17.3% | +79.6% | -96.9% | -41.9% |
| All | -17.3% | +84.0% | -101.3% | -41.9% |
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