+827.3%
SLB vs MDT
+8,761.6%
-7,934.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | -3.7% | +3.5% | -7.2% | -5.0% |
| 30D | +2.9% | +16.2% | -13.3% | -2.8% |
| 3M | +0.2% | +18.9% | -18.7% | -6.2% |
| 6M | -4.4% | +37.3% | -41.8% | -15.5% |
| YTD | +33.4% | +9.7% | +23.7% | +27.7% |
| 1Y | +40.8% | +15.2% | +25.6% | +32.4% |
| 3Y | +3.2% | +61.8% | -58.6% | -14.7% |
| 5Y | +64.8% | -1.4% | +66.2% | +59.9% |
| 10Y | -16.6% | +61.6% | -78.1% | -30.1% |
| All | +827.3% | +8,761.6% | -7,934.4% | +315.1% |
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