+62.5%
SLB vs MLM
+23.5%
+39.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | -7.1% | -4.1% | -3.0% | -5.9% |
| 30D | +4.1% | +8.2% | -4.1% | +1.2% |
| 3M | -2.6% | -3.6% | +0.9% | -1.7% |
| 6M | -8.6% | -15.6% | +7.0% | -4.1% |
| YTD | +32.2% | -16.4% | +48.6% | +38.3% |
| 1Y | +40.7% | -14.3% | +55.0% | +45.7% |
| 3Y | -4.5% | +19.3% | -23.8% | -13.2% |
| All | +62.5% | +23.5% | +39.0% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling