-13.1%
SLB vs MKC
+25.8%
-38.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +3.5% | -3.0% | +6.5% | +4.0% |
| 30D | +6.5% | +4.8% | +1.7% | +5.5% |
| 3M | -0.2% | -12.8% | +12.6% | +1.8% |
| 6M | -5.7% | +5.0% | -10.7% | -7.2% |
| YTD | +36.8% | -29.1% | +65.9% | +44.2% |
| 1Y | +45.8% | -26.4% | +72.2% | +52.6% |
| 3Y | +3.4% | -21.6% | +25.0% | +6.5% |
| 5Y | +76.1% | -35.2% | +111.4% | +84.3% |
| All | -13.1% | +25.8% | -38.9% | -15.0% |
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