+3.2%
SLB vs MDY
+57.1%
-53.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | -2.1% |
| 7D | -3.7% | +0.7% | -4.4% | -4.4% |
| 30D | +2.9% | +1.3% | +1.6% | +1.5% |
| 3M | +0.2% | -4.1% | +4.3% | +4.2% |
| 6M | -4.4% | +1.0% | -5.4% | -5.7% |
| YTD | +33.4% | +13.3% | +20.1% | +17.2% |
| 1Y | +40.8% | +15.7% | +25.0% | +21.0% |
| 3Y | +3.2% | +59.6% | -56.4% | -30.8% |
| All | +3.2% | +57.1% | -53.9% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling