+76.4%
SLB vs MDT
+0.7%
+75.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.9% | -0.4% | +1.0% |
| 7D | +3.5% | +1.0% | +2.5% | +3.2% |
| 30D | +6.5% | +9.2% | -2.6% | +3.5% |
| 3M | -0.2% | +14.5% | -14.7% | -4.7% |
| 6M | -5.7% | +37.3% | -43.0% | -15.4% |
| YTD | +36.8% | +9.8% | +27.0% | +32.2% |
| 1Y | +45.8% | +10.5% | +35.2% | +40.4% |
| 3Y | +3.4% | +57.4% | -54.1% | -11.2% |
| All | +76.4% | +0.7% | +75.6% | +72.2% |
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