+38.5%
SLB vs MKC
-25.6%
+64.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.8% |
| 7D | -4.3% | -2.4% | -1.9% | -4.1% |
| 30D | +1.9% | +5.4% | -3.4% | +1.2% |
| 3M | -5.7% | -11.1% | +5.4% | -5.0% |
| 6M | -5.3% | -1.4% | -3.9% | -6.0% |
| YTD | +32.2% | -29.4% | +61.6% | +37.6% |
| 1Y | +38.5% | -24.7% | +63.2% | +43.7% |
| All | +38.5% | -25.6% | +64.1% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling