+3.2%
SLB vs MDB
+912.7%
-909.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +3.5% | +6.8% | -3.3% | +3.1% |
| 30D | +6.5% | -6.2% | +12.7% | +6.8% |
| 3M | -0.2% | -29.2% | +29.0% | +1.5% |
| 6M | -5.7% | +10.3% | -16.0% | -7.2% |
| YTD | +36.8% | -20.4% | +57.2% | +36.9% |
| 1Y | +45.8% | -4.8% | +50.6% | +43.8% |
| 3Y | +3.4% | -11.6% | +14.9% | -0.5% |
| 5Y | +76.1% | -41.0% | +117.2% | +69.0% |
| All | +3.2% | +912.7% | -909.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling