+649.4%
SLB vs MLM
+3,210.3%
-2,560.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -2.0% |
| 7D | -4.1% | +9.1% | -13.2% | -7.5% |
| 30D | +2.5% | +14.6% | -12.1% | -3.1% |
| 3M | +2.0% | +0.3% | +1.7% | +1.5% |
| 6M | -6.3% | -7.5% | +1.1% | -4.5% |
| YTD | +36.5% | -10.2% | +46.8% | +40.2% |
| 1Y | +46.2% | -10.5% | +56.7% | +50.2% |
| 3Y | -2.1% | +27.8% | -29.9% | -13.9% |
| 5Y | +73.7% | +38.9% | +34.8% | +43.9% |
| 10Y | -12.3% | +211.4% | -223.7% | -48.3% |
| All | +649.4% | +3,210.3% | -2,560.9% | +124.4% |
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