+39.8%
SLB vs MDT
+15.5%
+24.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -3.7% | +3.5% | -7.2% | -4.3% |
| 30D | +2.9% | +16.2% | -13.3% | -0.6% |
| 3M | +0.2% | +18.9% | -18.7% | -4.0% |
| 6M | -4.4% | +37.3% | -41.8% | -13.2% |
| YTD | +33.4% | +9.7% | +23.7% | +33.2% |
| All | +39.8% | +15.5% | +24.3% | +39.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling