+44.6%
SLB vs MULL
+337.5%
-292.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | +2.6% | +43.3% | -40.7% | +1.4% |
| 30D | +4.4% | -37.4% | +41.8% | +5.1% |
| 3M | -2.7% | -36.8% | +34.1% | -2.3% |
| 6M | -7.5% | -36.9% | +29.3% | -8.4% |
| YTD | +34.8% | +250.7% | -215.8% | +24.0% |
| 1Y | +44.6% | +337.6% | -293.0% | +32.2% |
| All | +44.6% | +337.5% | -292.9% | +32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling