-3.3%
SLB vs MLM
+199.9%
-203.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.4% |
| 7D | +0.8% | -2.9% | +3.7% | +2.2% |
| 30D | +15.8% | -6.8% | +22.6% | +19.6% |
| 3M | -0.3% | -11.2% | +10.9% | +4.5% |
| 6M | +21.3% | -21.8% | +43.2% | +34.9% |
| YTD | +52.3% | -17.0% | +69.3% | +63.5% |
| 1Y | +63.6% | -16.4% | +80.0% | +74.3% |
| 3Y | +3.8% | +14.5% | -10.7% | -8.2% |
| 5Y | +128.6% | +41.7% | +86.9% | +73.8% |
| All | -3.3% | +199.9% | -203.2% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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