-2.6%
SLB vs MKC
+26.7%
-29.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -1.9% | -4.3% | +2.5% | -1.1% |
| 30D | +7.8% | -3.1% | +10.9% | +8.3% |
| 3M | +2.7% | +6.8% | -4.1% | +1.2% |
| 6M | +22.2% | -18.3% | +40.5% | +26.2% |
| YTD | +51.1% | -23.1% | +74.1% | +57.4% |
| 1Y | +63.3% | -23.7% | +87.0% | +70.2% |
| 3Y | +2.4% | -31.0% | +33.4% | +8.1% |
| 5Y | +139.3% | -33.5% | +172.9% | +150.5% |
| 10Y | -2.6% | +30.3% | -32.9% | -7.5% |
| All | -2.6% | +26.7% | -29.3% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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