-2.6%
SLB vs MDY
+170.4%
-173.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +1.1% |
| 7D | -1.9% | -0.8% | -1.1% | -1.0% |
| 30D | +7.8% | -3.9% | +11.7% | +12.6% |
| 3M | +2.7% | 0.0% | +2.7% | +2.3% |
| 6M | +22.2% | +8.5% | +13.6% | +10.8% |
| YTD | +51.1% | +13.2% | +37.9% | +30.7% |
| 1Y | +63.3% | +15.0% | +48.3% | +38.5% |
| 3Y | +2.4% | +49.6% | -47.2% | -36.3% |
| 5Y | +139.3% | +46.0% | +93.3% | +48.6% |
| 10Y | -2.6% | +176.4% | -179.0% | -66.0% |
| All | -2.6% | +170.4% | -173.1% | -66.0% |
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