-16.6%
SLB vs MDT
+62.0%
-78.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.4% |
| 7D | -3.7% | +3.5% | -7.2% | -5.8% |
| 30D | +2.9% | +16.2% | -13.3% | -6.3% |
| 3M | +0.2% | +18.9% | -18.7% | -10.3% |
| 6M | -4.4% | +37.3% | -41.8% | -22.4% |
| YTD | +33.4% | +9.7% | +23.7% | +24.1% |
| 1Y | +40.8% | +15.2% | +25.6% | +26.8% |
| 3Y | +3.2% | +61.8% | -58.6% | -27.2% |
| 5Y | +64.8% | -1.4% | +66.2% | +59.6% |
| 10Y | -16.6% | +61.6% | -78.1% | -38.7% |
| All | -16.6% | +62.0% | -78.5% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 10y: compounded portfolio wealth divided by compounded MDT 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…
10y analysis · Full analysis span regression · 6 months rolling