+63.5%
SLB vs MTB
+23.0%
+40.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +0.4% | +2.8% | -2.3% | -0.7% |
| 30D | +13.6% | -4.2% | +17.8% | +15.7% |
| 3M | +1.5% | +7.8% | -6.3% | -2.5% |
| 6M | +23.0% | +14.8% | +8.2% | +14.0% |
| YTD | +51.2% | +20.8% | +30.4% | +33.9% |
| 1Y | +63.5% | +23.1% | +40.4% | +39.2% |
| All | +63.5% | +23.0% | +40.5% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling