+62.5%
SLB vs MDB
-44.1%
+106.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | -7.1% | -11.4% | +4.3% | -6.5% |
| 30D | +4.1% | -13.8% | +17.9% | +4.8% |
| 3M | -2.6% | -15.5% | +12.8% | -2.2% |
| 6M | -8.6% | +17.9% | -26.5% | -10.1% |
| YTD | +32.2% | -25.5% | +57.7% | +32.8% |
| 1Y | +40.7% | -12.1% | +52.7% | +39.7% |
| 3Y | -4.5% | -5.9% | +1.3% | -8.4% |
| All | +62.5% | -44.1% | +106.6% | +58.0% |
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