-5.9%
SLB vs MXL
+284.4%
-290.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.3% |
| 7D | -2.4% | +16.6% | -19.1% | -5.0% |
| 30D | +4.9% | +0.5% | +4.4% | +4.1% |
| 3M | +1.4% | -3.6% | +5.1% | -2.9% |
| 6M | +17.6% | +328.0% | -310.4% | -23.3% |
| YTD | +48.3% | +297.8% | -249.5% | -2.4% |
| 1Y | +58.7% | +339.4% | -280.7% | +0.7% |
| 3Y | +0.6% | +201.7% | -201.2% | -38.9% |
| 5Y | +133.6% | +32.8% | +100.8% | +60.8% |
| All | -5.9% | +284.4% | -290.3% | -62.1% |
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