-4.8%
SLB vs MDT
+39.9%
-44.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.4% |
| 7D | +0.4% | +0.4% | +0.1% | +0.2% |
| 30D | +13.6% | +6.0% | +7.6% | +9.6% |
| 3M | +1.5% | +15.5% | -14.0% | -7.7% |
| 6M | +23.0% | +3.4% | +19.6% | +19.4% |
| YTD | +51.2% | -2.2% | +53.4% | +51.5% |
| 1Y | +63.5% | +2.6% | +60.9% | +58.4% |
| 3Y | +2.5% | +27.5% | -25.0% | -15.5% |
| 5Y | +139.2% | -20.1% | +159.2% | +168.4% |
| 10Y | -4.8% | +39.1% | -43.8% | -22.8% |
| All | -4.8% | +39.9% | -44.6% | -22.8% |
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