-5.1%
SLB vs MPC
+163.4%
-168.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -2.0% |
| 7D | -7.7% | -12.8% | +5.0% | -2.4% |
| 30D | -0.7% | -12.7% | +12.0% | +4.4% |
| 3M | 0.0% | +27.1% | -27.1% | -12.6% |
| 6M | -10.4% | +45.8% | -56.2% | -27.3% |
| YTD | +31.5% | +134.7% | -103.2% | -19.1% |
| 1Y | +39.1% | +106.0% | -66.9% | -8.1% |
| All | -5.1% | +163.4% | -168.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling