+37.2%
SLB vs MXL
+249.5%
-212.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.5% | -5.4% | -0.7% |
| 7D | +0.8% | +1.6% | -0.8% | +0.5% |
| 30D | +15.8% | -7.0% | +22.8% | +16.3% |
| 3M | -0.3% | -33.4% | +33.1% | +1.9% |
| 6M | +21.3% | +260.2% | -238.8% | -16.2% |
| YTD | +52.3% | +260.0% | -207.7% | +4.5% |
| 1Y | +63.6% | +303.5% | -239.9% | +8.4% |
| 3Y | +3.8% | +160.4% | -156.7% | -32.8% |
| 5Y | +128.6% | +14.7% | +113.9% | +65.3% |
| 10Y | -3.1% | +215.6% | -218.7% | -50.8% |
| All | +37.2% | +249.5% | -212.3% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling