+73.6%
SLB vs MXL
-10.3%
+83.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +11.4% | -9.2% | +1.1% |
| 7D | -1.2% | +5.5% | -6.6% | -2.0% |
| 30D | +4.5% | -32.6% | +37.1% | +7.4% |
| 3M | -4.6% | -13.1% | +8.6% | -5.0% |
| 6M | -6.3% | -41.4% | +35.1% | -5.4% |
| YTD | +35.0% | +243.9% | -209.0% | +4.7% |
| 1Y | +38.8% | +305.1% | -266.3% | +5.0% |
| 3Y | +3.3% | +260.1% | -256.8% | -27.2% |
| 5Y | +73.6% | -12.1% | +85.7% | +39.0% |
| All | +73.6% | -10.3% | +83.9% | +39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling