+735.9%
SLB vs MLM
+2,961.7%
-2,225.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +0.8% | -2.9% | +3.7% | +2.0% |
| 30D | +15.8% | -6.8% | +22.6% | +19.0% |
| 3M | -0.3% | -11.2% | +10.9% | +3.6% |
| 6M | +21.3% | -21.8% | +43.2% | +32.4% |
| YTD | +52.3% | -17.0% | +69.3% | +61.7% |
| 1Y | +63.6% | -16.4% | +80.0% | +72.7% |
| 3Y | +3.8% | +14.5% | -10.7% | -5.0% |
| 5Y | +128.6% | +41.7% | +86.9% | +87.8% |
| 10Y | -3.1% | +200.0% | -203.1% | -42.0% |
| All | +735.9% | +2,961.7% | -2,225.8% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling