+63.6%
SLB vs MPC
+120.1%
-56.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +0.8% | +5.4% | -4.6% | -0.9% |
| 30D | +15.8% | +31.0% | -15.1% | +5.8% |
| 3M | -0.3% | +46.0% | -46.4% | -12.7% |
| 6M | +21.3% | +77.3% | -56.0% | -1.8% |
| YTD | +52.3% | +141.9% | -89.6% | +1.6% |
| 1Y | +63.6% | +120.9% | -57.3% | +13.4% |
| All | +63.6% | +120.1% | -56.5% | +13.4% |
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