+21.5%
SLB vs MXL
+228.5%
-207.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +2.6% | +33.1% | -30.5% | -2.3% |
| 30D | +4.4% | -33.5% | +37.9% | +9.8% |
| 3M | -2.7% | -20.7% | +17.9% | -2.1% |
| 6M | -7.5% | -35.9% | +28.3% | -7.7% |
| YTD | +34.8% | +238.3% | -203.4% | -9.0% |
| 1Y | +44.6% | +296.2% | -251.6% | -5.8% |
| 3Y | +3.2% | +254.1% | -250.9% | -38.9% |
| 5Y | +73.6% | -14.1% | +87.7% | +31.0% |
| 10Y | -14.3% | +178.1% | -192.4% | -56.6% |
| All | +21.5% | +228.5% | -207.0% | -46.3% |
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