-4.8%
SLB vs MAR
+411.9%
-416.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | +0.6% |
| 7D | +0.4% | -1.7% | +2.2% | +1.4% |
| 30D | +13.6% | -6.9% | +20.5% | +18.0% |
| 3M | +1.5% | -15.8% | +17.3% | +11.1% |
| 6M | +23.0% | +1.9% | +21.1% | +20.1% |
| YTD | +51.2% | +6.6% | +44.6% | +42.7% |
| 1Y | +63.5% | +23.7% | +39.8% | +40.6% |
| 3Y | +2.5% | +64.6% | -62.1% | -27.1% |
| 5Y | +139.2% | +156.4% | -17.2% | +22.8% |
| 10Y | -4.8% | +415.4% | -420.1% | -62.6% |
| All | -4.8% | +411.9% | -416.6% | -62.6% |
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