-6.3%
SLB vs MDLN
+6.7%
-13.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -0.9% | +2.3% |
| 7D | -1.2% | +4.5% | -5.6% | -1.0% |
| 30D | +4.5% | +17.9% | -13.4% | +5.7% |
| 3M | -4.6% | +20.3% | -24.9% | -3.4% |
| 6M | -6.3% | +7.4% | -13.7% | -5.5% |
| All | -6.3% | +6.7% | -13.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 6mo: compounded portfolio wealth divided by compounded MDLN 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…
6mo analysis · Full analysis span regression · 6 months rolling