-17.3%
SLB vs MTB
+122.1%
-139.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -4.3% | -0.7% | -3.6% | -3.9% |
| 30D | +1.9% | +1.4% | +0.5% | +0.8% |
| 3M | -5.7% | -11.6% | +5.9% | +1.5% |
| 6M | -5.3% | +5.4% | -10.7% | -9.2% |
| YTD | +32.2% | +11.7% | +20.4% | +21.7% |
| 1Y | +38.5% | +20.5% | +18.0% | +21.5% |
| 3Y | +1.1% | +104.5% | -103.4% | -39.0% |
| 5Y | +70.3% | +65.1% | +5.2% | +9.1% |
| 10Y | -17.3% | +119.5% | -136.8% | -53.1% |
| All | -17.3% | +122.1% | -139.4% | -53.1% |
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