-0.2%
SLB vs MMM
+165.3%
-165.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -4.3% | +7.0% | -11.2% | -6.5% |
| 30D | +1.9% | +18.4% | -16.4% | -4.0% |
| 3M | -5.7% | +4.5% | -10.2% | -7.4% |
| 6M | -5.3% | +33.4% | -38.8% | -15.0% |
| YTD | +32.2% | +20.0% | +12.2% | +22.8% |
| 1Y | +38.5% | +15.0% | +23.5% | +30.5% |
| All | -0.2% | +165.3% | -165.5% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling