-13.1%
SLB vs MXL
+161.9%
-175.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +2.3% |
| 7D | +3.5% | +13.4% | -9.9% | +1.2% |
| 30D | +6.5% | -29.2% | +35.7% | +11.0% |
| 3M | -0.2% | -27.2% | +27.0% | +1.7% |
| 6M | -5.7% | -36.4% | +30.7% | -6.0% |
| YTD | +36.8% | +220.0% | -183.2% | -9.4% |
| 1Y | +45.8% | +304.8% | -259.0% | -8.8% |
| 3Y | +3.4% | +238.5% | -235.1% | -41.7% |
| 5Y | +76.1% | -18.8% | +94.9% | +35.2% |
| All | -13.1% | +161.9% | -175.0% | -63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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