-17.3%
SLB vs MAR
+528.1%
-545.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.6% | -2.4% |
| 7D | -4.3% | +2.9% | -7.1% | -5.8% |
| 30D | +1.9% | +17.0% | -15.1% | -7.0% |
| 3M | -5.7% | +23.2% | -28.9% | -16.6% |
| 6M | -5.3% | +21.7% | -27.1% | -16.4% |
| YTD | +32.2% | +38.9% | -6.7% | +7.0% |
| 1Y | +38.5% | +48.7% | -10.2% | +7.5% |
| 3Y | +1.1% | +122.9% | -121.8% | -39.5% |
| 5Y | +70.3% | +177.5% | -107.2% | -15.3% |
| 10Y | -17.3% | +537.5% | -554.8% | -68.4% |
| All | -17.3% | +528.1% | -545.4% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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