+65.4%
SLB vs MLM
+30.6%
+34.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.2% | +1.4% | -2.0% |
| 7D | -7.7% | -1.2% | -6.5% | -7.4% |
| 30D | -0.7% | +7.9% | -8.7% | -3.4% |
| 3M | 0.0% | -4.5% | +4.4% | +1.2% |
| 6M | -10.4% | -12.6% | +2.2% | -7.1% |
| YTD | +31.5% | -14.9% | +46.3% | +36.7% |
| 1Y | +39.1% | -13.1% | +52.2% | +43.5% |
| 3Y | -5.7% | +21.2% | -26.9% | -14.7% |
| 5Y | +65.4% | +32.0% | +33.4% | +39.1% |
| All | +65.4% | +30.6% | +34.8% | +39.1% |
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