+130.8%
SLB vs MMM
+24.5%
+106.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -3.3% | +4.1% | +2.0% |
| 30D | +15.8% | -7.0% | +22.8% | +18.6% |
| 3M | -0.3% | +10.8% | -11.2% | -4.3% |
| 6M | +21.3% | +5.8% | +15.6% | +18.3% |
| YTD | +52.3% | +6.8% | +45.5% | +47.7% |
| 1Y | +63.6% | +10.4% | +53.2% | +56.3% |
| 3Y | +3.8% | +104.7% | -100.9% | -18.6% |
| All | +130.8% | +24.5% | +106.3% | +120.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling