+139.2%
SLB vs MXL
+23.2%
+116.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -1.3% |
| 7D | +0.4% | +15.5% | -15.0% | -0.9% |
| 30D | +13.6% | -11.3% | +24.9% | +14.4% |
| 3M | +1.5% | -16.1% | +17.6% | +0.4% |
| 6M | +23.0% | +323.0% | -300.0% | -5.2% |
| YTD | +51.2% | +281.5% | -230.3% | +17.7% |
| 1Y | +63.5% | +319.3% | -255.8% | +24.6% |
| 3Y | +2.5% | +189.4% | -186.9% | -24.1% |
| 5Y | +139.2% | +26.0% | +113.2% | +90.6% |
| All | +139.2% | +23.2% | +116.0% | +90.6% |
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