+19.9%
SLB vs MULL
+1,100.2%
-1,080.2%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.3% | -11.4% | +0.1% |
| 7D | -3.7% | -27.1% | +23.4% | -2.3% |
| 30D | +2.9% | -54.2% | +57.2% | +7.1% |
| 3M | +0.2% | -42.0% | +42.2% | +2.2% |
| 6M | -4.4% | -43.5% | +39.0% | -7.5% |
| YTD | +33.4% | +199.9% | -166.5% | +4.7% |
| 1Y | +40.8% | +292.8% | -252.1% | +5.3% |
| All | +19.9% | +1,100.2% | -1,080.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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