+3.4%
SLB vs MAR
+120.6%
-117.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.8% | +1.6% |
| 7D | +3.5% | +1.6% | +1.9% | +2.8% |
| 30D | +6.5% | +13.8% | -7.3% | +0.8% |
| 3M | -0.2% | +20.3% | -20.5% | -7.9% |
| 6M | -5.7% | +21.3% | -27.0% | -13.9% |
| YTD | +36.8% | +37.2% | -0.4% | +16.3% |
| 1Y | +45.8% | +48.4% | -2.7% | +18.5% |
| 3Y | +3.4% | +120.1% | -116.8% | -30.5% |
| All | +3.4% | +120.6% | -117.3% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling