+46.2%
SLB vs MPC
+122.9%
-76.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.1% | +7.0% | +0.6% |
| 7D | -4.1% | -10.9% | +6.8% | -1.7% |
| 30D | +2.5% | -9.4% | +12.0% | +4.2% |
| 3M | +2.0% | +26.0% | -24.0% | -5.8% |
| 6M | -6.3% | +56.5% | -62.9% | -19.1% |
| YTD | +36.5% | +144.3% | -107.7% | -6.7% |
| 1Y | +46.2% | +117.2% | -71.0% | +5.4% |
| All | +46.2% | +122.9% | -76.7% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling