+62.5%
SLB vs MAR
+155.0%
-92.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -7.1% | +4.3% | -11.4% | -8.8% |
| 30D | +4.1% | +16.8% | -12.7% | -2.5% |
| 3M | -2.6% | +16.0% | -18.7% | -8.8% |
| 6M | -8.6% | +16.5% | -25.0% | -14.8% |
| YTD | +32.2% | +35.0% | -2.8% | +14.4% |
| 1Y | +40.7% | +49.4% | -8.7% | +16.0% |
| 3Y | -4.5% | +124.1% | -128.6% | -34.8% |
| All | +62.5% | +155.0% | -92.5% | +1.6% |
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