+130.8%
SLB vs MDT
-17.7%
+148.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +3.2% | -2.4% | -0.2% |
| 30D | +15.8% | +9.5% | +6.3% | +12.5% |
| 3M | -0.3% | +16.0% | -16.3% | -5.3% |
| 6M | +21.3% | +0.2% | +21.1% | +21.0% |
| YTD | +52.3% | -0.3% | +52.6% | +51.9% |
| 1Y | +63.6% | +4.7% | +58.9% | +60.4% |
| 3Y | +3.8% | +26.5% | -22.8% | -4.5% |
| All | +130.8% | -17.7% | +148.5% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling