+5,979.9%
MCD vs SLB
+966.6%
+5,013.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +0.8% | -3.7% | -3.0% |
| 30D | -6.0% | +15.8% | -21.8% | -8.1% |
| 3M | -5.6% | -0.3% | -5.2% | -5.9% |
| 6M | -21.9% | +21.3% | -43.2% | -24.5% |
| YTD | -14.7% | +52.3% | -67.0% | -20.5% |
| 1Y | -17.3% | +63.6% | -80.9% | -23.9% |
| 3Y | -2.2% | +3.8% | -5.9% | -5.1% |
| 5Y | +20.3% | +128.6% | -108.4% | -0.3% |
| 10Y | +180.7% | -3.1% | +183.8% | +145.5% |
| All | +5,979.9% | +966.6% | +5,013.3% | +2,881.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling