+64.8%
SLB vs MKC
-32.8%
+97.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | -3.7% | -1.9% | -1.8% | -3.5% |
| 30D | +2.9% | +8.0% | -5.1% | +1.8% |
| 3M | +0.2% | -8.6% | +8.9% | +1.1% |
| 6M | -4.4% | +1.1% | -5.5% | -5.1% |
| YTD | +33.4% | -27.7% | +61.1% | +38.7% |
| 1Y | +40.8% | -23.7% | +64.5% | +45.2% |
| 3Y | +3.2% | -19.4% | +22.6% | +6.7% |
| 5Y | +64.8% | -33.3% | +98.1% | +73.5% |
| All | +64.8% | -32.8% | +97.6% | +73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling