-4.5%
SLB vs MTB
+95.2%
-99.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.0% |
| 7D | -7.1% | -1.3% | -5.8% | -6.5% |
| 30D | +4.1% | +0.5% | +3.6% | +3.7% |
| 3M | -2.6% | -12.4% | +9.7% | +3.7% |
| 6M | -8.6% | +1.5% | -10.1% | -9.8% |
| YTD | +32.2% | +10.3% | +21.9% | +24.3% |
| 1Y | +40.7% | +22.2% | +18.5% | +25.5% |
| 3Y | -4.5% | +96.9% | -101.5% | -26.9% |
| All | -4.5% | +95.2% | -99.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling