+65.4%
SLB vs MPC
+551.6%
-486.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.9% | +0.2% | -1.4% |
| 7D | -7.7% | -12.8% | +5.0% | -0.2% |
| 30D | -0.7% | -12.7% | +12.0% | +6.5% |
| 3M | 0.0% | +27.1% | -27.1% | -16.3% |
| 6M | -10.4% | +45.8% | -56.2% | -32.2% |
| YTD | +31.5% | +134.7% | -103.2% | -29.9% |
| 1Y | +39.1% | +106.0% | -66.9% | -19.0% |
| 3Y | -5.7% | +165.5% | -171.2% | -57.3% |
| 5Y | +65.4% | +540.9% | -475.5% | -67.0% |
| All | +65.4% | +551.6% | -486.2% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling