+130.8%
SLB vs MAR
+165.1%
-34.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | -4.2% | +5.0% | +2.6% |
| 30D | +15.8% | -6.7% | +22.5% | +19.1% |
| 3M | -0.3% | -12.5% | +12.1% | +5.0% |
| 6M | +21.3% | +0.6% | +20.8% | +19.9% |
| YTD | +52.3% | +9.1% | +43.2% | +44.2% |
| 1Y | +63.6% | +26.2% | +37.4% | +44.2% |
| 3Y | +3.8% | +68.2% | -64.4% | -20.5% |
| All | +130.8% | +165.1% | -34.3% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling