+2.5%
SLB vs MXL
+186.9%
-184.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.1% |
| 7D | +0.4% | +15.5% | -15.0% | -0.6% |
| 30D | +13.6% | -11.3% | +24.9% | +14.2% |
| 3M | +1.5% | -16.1% | +17.6% | +0.5% |
| 6M | +23.0% | +323.0% | -300.0% | -2.0% |
| YTD | +51.2% | +281.5% | -230.3% | +21.5% |
| 1Y | +63.5% | +319.3% | -255.8% | +28.8% |
| 3Y | +2.5% | +189.4% | -186.9% | -19.5% |
| All | +2.5% | +186.9% | -184.4% | -19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling