-13.1%
SLB vs MCO
+453.0%
-466.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +3.5% | +0.5% | +3.0% | +3.3% |
| 30D | +6.5% | +9.8% | -3.3% | +1.8% |
| 3M | -0.2% | +4.3% | -4.5% | -2.7% |
| 6M | -5.7% | +16.5% | -22.2% | -13.3% |
| YTD | +36.8% | +0.1% | +36.7% | +33.6% |
| 1Y | +45.8% | +4.4% | +41.3% | +39.3% |
| 3Y | +3.4% | +51.6% | -48.2% | -19.8% |
| 5Y | +76.1% | +36.7% | +39.5% | +40.2% |
| All | -13.1% | +453.0% | -466.1% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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