+3.9%
SLB vs MPC
+2,977.1%
-2,973.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +5.4% | -4.6% | -2.1% |
| 30D | +15.8% | +31.0% | -15.1% | -0.5% |
| 3M | -0.3% | +46.0% | -46.4% | -19.8% |
| 6M | +21.3% | +77.3% | -56.0% | -13.6% |
| YTD | +52.3% | +141.9% | -89.6% | -9.3% |
| 1Y | +63.6% | +120.9% | -57.3% | +2.2% |
| 3Y | +3.8% | +182.7% | -178.9% | -45.1% |
| 5Y | +128.6% | +646.4% | -517.8% | -27.8% |
| 10Y | -3.1% | +1,138.7% | -1,141.8% | -76.8% |
| All | +3.9% | +2,977.1% | -2,973.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling