+1.9%
SLB vs MXL
+262.9%
-261.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.4% | -9.2% | +1.3% |
| 7D | -1.2% | +5.5% | -6.6% | -1.8% |
| 30D | +4.5% | -32.6% | +37.1% | +6.8% |
| 3M | -4.6% | -13.1% | +8.6% | -4.9% |
| 6M | -6.3% | -41.4% | +35.1% | -5.6% |
| YTD | +35.0% | +243.9% | -209.0% | +7.6% |
| 1Y | +38.8% | +305.1% | -266.3% | +8.1% |
| All | +1.9% | +262.9% | -261.0% | -27.5% |
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