+818.4%
SLB vs MKC
+3,052.1%
-2,233.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.4% |
| 7D | -4.3% | -2.4% | -1.9% | -3.8% |
| 30D | +1.9% | +5.4% | -3.4% | +0.5% |
| 3M | -5.7% | -11.1% | +5.4% | -3.5% |
| 6M | -5.3% | -1.4% | -3.9% | -5.8% |
| YTD | +32.2% | -29.4% | +61.6% | +41.6% |
| 1Y | +38.5% | -24.7% | +63.2% | +46.0% |
| 3Y | +1.1% | -21.8% | +22.9% | +4.7% |
| 5Y | +70.3% | -36.0% | +106.3% | +81.6% |
| 10Y | -17.3% | +24.9% | -42.2% | -27.2% |
| All | +818.4% | +3,052.1% | -2,233.7% | +370.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling