+6,511.4%
MCD vs SLB
+820.7%
+5,690.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.2% |
| 7D | +8.0% | -7.7% | +15.8% | +9.3% |
| 30D | +19.6% | -0.7% | +20.3% | +19.6% |
| 3M | +2.2% | 0.0% | +2.2% | +1.9% |
| 6M | -1.1% | -10.4% | +9.3% | -0.2% |
| YTD | -7.2% | +31.5% | -38.7% | -11.9% |
| 1Y | -6.7% | +39.1% | -45.8% | -12.2% |
| 3Y | +11.6% | -5.7% | +17.3% | +9.6% |
| 5Y | +22.6% | +65.4% | -42.8% | +7.0% |
| 10Y | +218.4% | -15.6% | +234.0% | +183.8% |
| All | +6,511.4% | +820.7% | +5,690.7% | +3,206.1% |
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