-10.4%
SLB vs MMM
+33.1%
-43.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.2% | -0.5% | -3.3% |
| 7D | -7.7% | +5.9% | -13.6% | -8.2% |
| 30D | -0.7% | +14.7% | -15.5% | -3.0% |
| 3M | 0.0% | +3.6% | -3.6% | -1.3% |
| 6M | -10.4% | +32.7% | -43.2% | -17.8% |
| All | -10.4% | +33.1% | -43.6% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling