-4.8%
SLB vs MTB
+173.2%
-177.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | +0.4% | +2.8% | -2.3% | -1.3% |
| 30D | +13.6% | -4.2% | +17.8% | +16.5% |
| 3M | +1.5% | +7.8% | -6.3% | -3.6% |
| 6M | +23.0% | +14.8% | +8.2% | +11.9% |
| YTD | +51.2% | +20.8% | +30.4% | +32.9% |
| 1Y | +63.5% | +23.1% | +40.4% | +41.6% |
| 3Y | +2.5% | +114.8% | -112.3% | -40.2% |
| 5Y | +139.2% | +103.3% | +35.9% | +32.3% |
| 10Y | -4.8% | +173.0% | -177.7% | -52.5% |
| All | -4.8% | +173.2% | -177.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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