+130.8%
SLB vs MDB
-28.4%
+159.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.4% |
| 7D | +0.8% | -17.4% | +18.3% | +1.8% |
| 30D | +15.8% | -2.0% | +17.8% | +15.8% |
| 3M | -0.3% | -3.0% | +2.7% | -0.4% |
| 6M | +21.3% | +48.7% | -27.3% | +18.0% |
| YTD | +52.3% | -12.1% | +64.4% | +52.0% |
| 1Y | +63.6% | +14.5% | +49.1% | +60.6% |
| 3Y | +3.8% | -6.1% | +9.9% | -0.4% |
| All | +130.8% | -28.4% | +159.2% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling