-5.1%
SLB vs MP
+104.2%
-109.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.0% | +2.3% | -3.3% |
| 7D | -7.7% | -19.0% | +11.2% | -6.4% |
| 30D | -0.7% | -30.5% | +29.8% | +1.8% |
| 3M | 0.0% | -29.6% | +29.6% | +2.3% |
| 6M | -10.4% | -50.4% | +40.0% | -6.3% |
| YTD | +31.5% | -33.2% | +64.7% | +33.6% |
| 1Y | +39.1% | -38.6% | +77.7% | +41.8% |
| All | -5.1% | +104.2% | -109.3% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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