-13.1%
SLB vs MDY
+165.3%
-178.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +3.5% | +2.3% | +1.2% | +0.8% |
| 30D | +6.5% | +2.0% | +4.5% | +3.9% |
| 3M | -0.2% | -5.6% | +5.4% | +6.3% |
| 6M | -5.7% | +1.3% | -7.0% | -7.6% |
| YTD | +36.8% | +12.3% | +24.5% | +19.2% |
| 1Y | +45.8% | +15.8% | +30.0% | +22.7% |
| 3Y | +3.4% | +56.5% | -53.1% | -39.1% |
| 5Y | +76.1% | +35.1% | +41.0% | +20.3% |
| All | -13.1% | +165.3% | -178.4% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling