+35.8%
SLB vs MULL
+2,620.5%
-2,584.7%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.4% | -5.5% | -0.4% |
| 7D | -1.9% | +14.8% | -16.6% | -2.8% |
| 30D | +7.8% | +36.6% | -28.8% | +5.4% |
| 3M | +2.7% | -8.9% | +11.6% | -0.2% |
| 6M | +22.2% | +311.9% | -289.8% | -0.2% |
| YTD | +51.1% | +579.8% | -528.8% | +14.0% |
| 1Y | +63.3% | +2,421.5% | -2,358.2% | +0.4% |
| All | +35.8% | +2,620.5% | -2,584.7% | -27.2% |
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