+1,091.0%
MRVL vs SLB
-16.6%
+1,107.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.6% | +5.2% | +5.5% |
| 7D | -28.1% | -7.1% | -21.0% | -26.1% |
| 30D | -50.4% | +4.1% | -54.5% | -50.9% |
| 3M | -32.9% | -2.6% | -30.3% | -32.6% |
| 6M | -17.9% | -8.6% | -9.4% | -15.8% |
| YTD | +66.4% | +32.2% | +34.2% | +51.0% |
| 1Y | +51.5% | +40.7% | +10.9% | +34.6% |
| 3Y | +177.9% | -4.5% | +182.4% | +173.9% |
| 5Y | +100.0% | +66.4% | +33.7% | +61.6% |
| All | +1,091.0% | -16.6% | +1,107.6% | +1,011.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling