+21.6%
MCD vs SLB
+132.5%
-110.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +0.8% | -3.7% | -2.9% |
| 30D | -6.0% | +15.8% | -21.8% | -6.6% |
| 3M | -5.6% | -0.3% | -5.2% | -5.6% |
| 6M | -21.9% | +21.3% | -43.2% | -22.7% |
| YTD | -14.7% | +52.3% | -67.0% | -16.5% |
| 1Y | -17.3% | +63.6% | -80.9% | -19.4% |
| 3Y | -2.2% | +3.8% | -5.9% | -2.9% |
| All | +21.6% | +132.5% | -110.9% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 SLB 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