-4.5%
SLB vs MDT
+54.6%
-59.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.4% |
| 7D | -7.1% | +5.4% | -12.6% | -8.7% |
| 30D | +4.1% | +19.1% | -15.0% | -1.9% |
| 3M | -2.6% | +19.5% | -22.1% | -8.5% |
| 6M | -8.6% | +33.5% | -42.0% | -17.9% |
| YTD | +32.2% | +8.7% | +23.5% | +28.4% |
| 1Y | +40.7% | +16.8% | +23.9% | +32.7% |
| 3Y | -4.5% | +53.0% | -57.5% | -18.6% |
| All | -4.5% | +54.6% | -59.1% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling