+705.3%
SLB vs MCO
+7,698.6%
-6,993.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.0% |
| 7D | +0.8% | -4.2% | +5.0% | +2.5% |
| 30D | +15.8% | +2.2% | +13.6% | +14.6% |
| 3M | -0.3% | +10.1% | -10.5% | -4.8% |
| 6M | +21.3% | +5.3% | +16.1% | +17.7% |
| YTD | +52.3% | -2.7% | +55.0% | +51.4% |
| 1Y | +63.6% | -0.4% | +64.0% | +60.4% |
| 3Y | +3.8% | +49.0% | -45.3% | -14.5% |
| 5Y | +128.6% | +33.6% | +95.0% | +90.9% |
| 10Y | -3.1% | +395.3% | -398.4% | -51.9% |
| All | +705.3% | +7,698.6% | -6,993.3% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling