+958.5%
SLB vs MTB
+8,294.1%
-7,335.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 3M | -0.3% | +8.9% | -9.2% | -4.5% |
| 6M | +21.3% | +10.9% | +10.5% | +15.2% |
| YTD | +52.3% | +21.5% | +30.8% | +38.4% |
| 1Y | +63.6% | +21.9% | +41.7% | +48.2% |
| 3Y | +3.8% | +109.2% | -105.5% | -28.1% |
| 5Y | +128.6% | +102.0% | +26.7% | +55.8% |
| 10Y | -3.1% | +171.9% | -175.0% | -41.0% |
| All | +958.5% | +8,294.1% | -7,335.6% | +242.3% |
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