+2.1%
SLB vs MTB
+116.9%
-114.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | +15.8% | -4.2% | +20.0% | +18.1% |
| 3M | -0.3% | +8.9% | -9.2% | -4.7% |
| 6M | +21.3% | +10.9% | +10.5% | +14.8% |
| YTD | +52.3% | +21.5% | +30.8% | +37.5% |
| 1Y | +63.6% | +21.9% | +41.7% | +47.3% |
| All | +2.1% | +116.9% | -114.7% | -24.1% |
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 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