-14.4%
SLB vs MMM
+75.7%
-90.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.7% |
| 7D | +2.6% | -0.8% | +3.4% | +3.0% |
| 30D | +4.4% | +14.4% | -10.0% | -3.6% |
| 3M | -2.7% | +1.8% | -4.5% | -4.4% |
| 6M | -7.5% | +31.3% | -38.8% | -21.6% |
| YTD | +34.8% | +18.0% | +16.9% | +20.7% |
| 1Y | +44.6% | +10.9% | +33.7% | +33.9% |
| 3Y | +3.2% | +160.6% | -157.4% | -45.6% |
| 5Y | +73.6% | +44.5% | +29.1% | +34.4% |
| All | -14.4% | +75.7% | -90.1% | -39.3% |
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 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