+22.7%
MCD vs SLB
+65.5%
-42.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +7.1% | -7.1% | +14.2% | +7.4% |
| 30D | +19.8% | +4.1% | +15.7% | +19.5% |
| 3M | +0.8% | -2.6% | +3.4% | +0.8% |
| 6M | -1.3% | -8.6% | +7.2% | -1.1% |
| YTD | -7.8% | +32.2% | -40.0% | -9.3% |
| 1Y | -5.0% | +40.7% | -45.6% | -6.9% |
| 3Y | +10.5% | -4.5% | +15.1% | +9.9% |
| All | +22.7% | +65.5% | -42.7% | +17.9% |
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