+676.3%
SLB vs MTCH
+14,652.2%
-13,976.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.1% |
| 7D | +2.6% | +6.7% | -4.1% | +1.7% |
| 30D | +4.4% | -1.4% | +5.8% | +4.4% |
| 3M | -2.7% | +14.8% | -17.5% | -4.6% |
| 6M | -7.5% | +19.4% | -26.9% | -10.0% |
| YTD | +34.8% | +32.3% | +2.5% | +29.3% |
| 1Y | +44.6% | +29.5% | +15.1% | +39.0% |
| 3Y | +3.2% | +47.2% | -44.1% | -3.4% |
| 5Y | +73.6% | -70.2% | +143.8% | +90.6% |
| 10Y | -14.3% | +156.0% | -170.3% | -30.0% |
| All | +676.3% | +14,652.2% | -13,976.0% | +456.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling