+818.8%
SLB vs MDT
+8,676.3%
-7,857.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | -7.1% | +5.4% | -12.6% | -9.0% |
| 30D | +4.1% | +19.1% | -15.0% | -2.5% |
| 3M | -2.6% | +19.5% | -22.1% | -9.0% |
| 6M | -8.6% | +33.5% | -42.0% | -18.3% |
| YTD | +32.2% | +8.7% | +23.5% | +27.0% |
| 1Y | +40.7% | +16.8% | +23.9% | +31.6% |
| 3Y | -4.5% | +53.0% | -57.5% | -19.5% |
| 5Y | +66.4% | -2.9% | +69.2% | +62.3% |
| 10Y | -15.1% | +61.4% | -76.5% | -28.9% |
| All | +818.8% | +8,676.3% | -7,857.5% | +312.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling