+130.8%
SLB vs MTB
+101.8%
+29.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.9% |
| 3M | -0.3% | +8.9% | -9.2% | -4.4% |
| 6M | +21.3% | +10.9% | +10.5% | +15.2% |
| YTD | +52.3% | +21.5% | +30.8% | +38.5% |
| 1Y | +63.6% | +21.9% | +41.7% | +48.3% |
| 3Y | +3.8% | +109.2% | -105.5% | -26.0% |
| All | +130.8% | +101.8% | +29.0% | +42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling