-4.5%
SLB vs MMM
+156.3%
-160.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +1.0% |
| 7D | -7.1% | +6.2% | -13.3% | -9.1% |
| 30D | +4.1% | +14.2% | -10.1% | -0.8% |
| 3M | -2.6% | +2.9% | -5.5% | -4.0% |
| 6M | -8.6% | +27.6% | -36.1% | -16.6% |
| YTD | +32.2% | +17.3% | +14.9% | +23.8% |
| 1Y | +40.7% | +15.1% | +25.6% | +32.4% |
| 3Y | -4.5% | +157.1% | -161.6% | -25.6% |
| All | -4.5% | +156.3% | -160.8% | -25.6% |
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