-5.9%
SLB vs MTCH
+203.9%
-209.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.8% | -2.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.2% |
| 30D | +4.9% | +13.6% | -8.8% | +2.8% |
| 3M | +1.4% | +22.4% | -21.0% | -2.0% |
| 6M | +17.6% | +37.2% | -19.5% | +11.6% |
| YTD | +48.3% | +31.8% | +16.5% | +41.3% |
| 1Y | +58.7% | +12.9% | +45.8% | +54.6% |
| 3Y | +0.6% | -1.1% | +1.7% | -2.0% |
| 5Y | +133.6% | -73.5% | +207.1% | +163.6% |
| All | -5.9% | +203.9% | -209.8% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling