+958.5%
SLB vs MDT
+7,952.5%
-6,994.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.2% |
| 7D | +0.8% | +3.2% | -2.4% | -0.3% |
| 30D | +15.8% | +9.5% | +6.3% | +12.1% |
| 3M | -0.3% | +16.0% | -16.3% | -5.9% |
| 6M | +21.3% | +0.2% | +21.1% | +20.5% |
| YTD | +52.3% | -0.3% | +52.6% | +51.5% |
| 1Y | +63.6% | +4.7% | +58.9% | +59.6% |
| 3Y | +3.8% | +26.5% | -22.8% | -6.1% |
| 5Y | +128.6% | -18.2% | +146.8% | +137.8% |
| 10Y | -3.1% | +40.0% | -43.1% | -14.5% |
| All | +958.5% | +7,952.5% | -6,994.0% | +392.3% |
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