+36.3%
SLB vs MDLN
+12.8%
+23.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.5% |
| 7D | +3.5% | -0.4% | +3.9% | +3.5% |
| 30D | +6.5% | +9.9% | -3.3% | +7.0% |
| 3M | -0.2% | +10.9% | -11.2% | +0.2% |
| 6M | -5.7% | +2.0% | -7.7% | -5.0% |
| YTD | +36.8% | -6.0% | +42.9% | +43.4% |
| All | +36.3% | +12.8% | +23.5% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling