-14.2%
SLB vs MPC
+1,145.2%
-1,159.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.4% | -1.3% | 0.0% |
| 7D | -1.2% | +2.6% | -3.8% | -2.8% |
| 30D | +4.5% | -12.2% | +16.7% | +12.3% |
| 3M | -4.6% | +20.1% | -24.6% | -17.1% |
| 6M | -6.3% | +60.6% | -66.9% | -33.4% |
| YTD | +35.0% | +150.6% | -115.6% | -30.3% |
| 1Y | +38.8% | +104.7% | -65.8% | -18.0% |
| 3Y | +3.3% | +194.5% | -191.2% | -54.3% |
| 5Y | +73.6% | +582.3% | -508.7% | -56.5% |
| 10Y | -14.2% | +1,135.3% | -1,149.5% | -84.8% |
| All | -14.2% | +1,145.2% | -1,159.4% | -84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling