+130.8%
SLB vs MP
+58.1%
+72.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | +0.8% | -2.9% | +3.7% | +1.2% |
| 30D | +15.8% | +13.8% | +2.0% | +13.5% |
| 3M | -0.3% | -16.7% | +16.3% | +1.5% |
| 6M | +21.3% | -11.5% | +32.8% | +21.3% |
| YTD | +52.3% | +7.9% | +44.4% | +47.0% |
| 1Y | +63.6% | -15.0% | +78.6% | +59.9% |
| 3Y | +3.8% | +153.5% | -149.7% | -25.5% |
| All | +130.8% | +58.1% | +72.7% | +69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling