-14.2%
SLB vs MKC
+25.5%
-39.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.7% | +2.0% |
| 7D | -1.2% | -7.0% | +5.8% | 0.0% |
| 30D | +4.5% | +4.1% | +0.4% | +3.6% |
| 3M | -4.6% | -10.3% | +5.7% | -3.1% |
| 6M | -6.3% | +1.7% | -8.0% | -7.2% |
| YTD | +35.0% | -29.1% | +64.0% | +42.3% |
| 1Y | +38.8% | -26.0% | +64.8% | +45.1% |
| 3Y | +3.3% | -21.5% | +24.7% | +6.4% |
| 5Y | +73.6% | -35.0% | +108.7% | +81.5% |
| 10Y | -14.2% | +25.6% | -39.8% | -16.0% |
| All | -14.2% | +25.5% | -39.8% | -16.0% |
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