+76.4%
SLB vs MMM
+42.8%
+33.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +6.5% | +12.1% | -5.6% | +2.1% |
| 3M | -0.2% | +1.4% | -1.7% | -1.1% |
| 6M | -5.7% | +26.6% | -32.3% | -13.8% |
| YTD | +36.8% | +16.8% | +20.0% | +28.4% |
| 1Y | +45.8% | +10.1% | +35.7% | +39.5% |
| 3Y | +3.4% | +158.4% | -155.1% | -24.9% |
| All | +76.4% | +42.8% | +33.6% | +54.3% |
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 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