+148.0%
SLB vs MAR
+3,116.5%
-2,968.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -7.1% | +4.3% | -11.4% | -8.9% |
| 30D | +4.1% | +16.8% | -12.7% | -3.1% |
| 3M | -2.6% | +16.0% | -18.7% | -9.3% |
| 6M | -8.6% | +16.5% | -25.0% | -15.4% |
| YTD | +32.2% | +35.0% | -2.8% | +13.6% |
| 1Y | +40.7% | +49.4% | -8.7% | +15.2% |
| 3Y | -4.5% | +124.1% | -128.6% | -35.6% |
| 5Y | +66.4% | +159.2% | -92.8% | +2.1% |
| 10Y | -15.1% | +553.9% | -569.0% | -65.3% |
| All | +148.0% | +3,116.5% | -2,968.5% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling