+198.1%
SLB vs MP
+262.7%
-64.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.4% |
| 7D | -4.1% | -12.5% | +8.5% | -2.4% |
| 30D | +2.5% | -23.3% | +25.9% | +6.1% |
| 3M | +2.0% | -24.4% | +26.4% | +5.3% |
| 6M | -6.3% | -45.8% | +39.4% | +0.3% |
| YTD | +36.5% | -28.9% | +65.5% | +39.2% |
| 1Y | +46.2% | -34.6% | +80.8% | +49.8% |
| 3Y | -2.1% | +118.7% | -120.8% | -26.6% |
| 5Y | +73.7% | -3.1% | +76.7% | +46.0% |
| All | +198.1% | +262.7% | -64.6% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling