-3.3%
SLB vs MPC
+1,131.7%
-1,135.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +5.4% | -4.6% | -2.6% |
| 30D | +15.8% | +31.0% | -15.1% | -3.1% |
| 3M | -0.3% | +46.0% | -46.4% | -22.8% |
| 6M | +21.3% | +77.3% | -56.0% | -18.7% |
| YTD | +52.3% | +141.9% | -89.6% | -17.5% |
| 1Y | +63.6% | +120.9% | -57.3% | -6.3% |
| 3Y | +3.8% | +182.7% | -178.9% | -51.7% |
| 5Y | +128.6% | +646.4% | -517.8% | -44.0% |
| All | -3.3% | +1,131.7% | -1,135.1% | -82.1% |
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