+45.8%
SLB vs MPC
+113.7%
-68.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +3.5% | +11.2% | -7.7% | +1.1% |
| 30D | +6.5% | -14.5% | +21.0% | +9.9% |
| 3M | -0.2% | +16.7% | -16.9% | -5.2% |
| 6M | -5.7% | +67.6% | -73.3% | -19.7% |
| YTD | +36.8% | +157.9% | -121.1% | -8.5% |
| 1Y | +45.8% | +116.7% | -70.9% | +6.9% |
| All | +45.8% | +113.7% | -68.0% | +6.9% |
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