+827.3%
SLB vs MTB
+7,695.2%
-6,868.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | -0.1% |
| 7D | -3.7% | -0.8% | -2.9% | -3.4% |
| 30D | +2.9% | +2.4% | +0.5% | +1.7% |
| 3M | +0.2% | -10.5% | +10.7% | +5.2% |
| 6M | -4.4% | +6.4% | -10.8% | -7.6% |
| YTD | +33.4% | +12.8% | +20.6% | +25.3% |
| 1Y | +40.8% | +23.3% | +17.5% | +27.0% |
| 3Y | +3.2% | +108.2% | -105.1% | -28.0% |
| 5Y | +64.8% | +68.6% | -3.8% | +22.0% |
| 10Y | -16.6% | +125.3% | -141.8% | -45.1% |
| All | +827.3% | +7,695.2% | -6,868.0% | +209.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling