-17.1%
SLB vs MPC
+1,096.9%
-1,114.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.3% |
| 7D | -7.1% | -16.2% | +9.1% | +3.6% |
| 30D | +4.1% | -15.7% | +19.8% | +14.8% |
| 3M | -2.6% | +24.9% | -27.5% | -17.7% |
| 6M | -8.6% | +52.7% | -61.2% | -32.9% |
| YTD | +32.2% | +131.9% | -99.7% | -28.1% |
| 1Y | +40.7% | +96.6% | -56.0% | -14.8% |
| 3Y | -4.5% | +163.8% | -168.3% | -54.5% |
| 5Y | +66.4% | +533.1% | -466.8% | -56.1% |
| All | -17.1% | +1,096.9% | -1,114.0% | -84.6% |
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