+3.2%
SLB vs MLM
+15.1%
-12.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | -2.9% | +3.7% | +1.7% |
| 30D | +15.8% | -6.8% | +22.6% | +18.1% |
| 3M | -0.3% | -11.2% | +10.9% | +2.6% |
| 6M | +21.3% | -21.8% | +43.2% | +30.1% |
| YTD | +52.3% | -17.0% | +69.3% | +58.9% |
| 1Y | +63.6% | -16.4% | +80.0% | +69.7% |
| All | +3.2% | +15.1% | -12.0% | +6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling