+40.7%
SLB vs MDB
-13.6%
+54.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.5% |
| 7D | -7.1% | -11.4% | +4.3% | -6.8% |
| 30D | +4.1% | -13.8% | +17.9% | +4.5% |
| 3M | -2.6% | -15.5% | +12.8% | -2.2% |
| 6M | -8.6% | +17.9% | -26.5% | -8.9% |
| YTD | +32.2% | -25.5% | +57.7% | +32.1% |
| 1Y | +40.7% | -12.1% | +52.7% | +40.6% |
| All | +40.7% | -13.6% | +54.2% | +40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling