+622.7%
SLB vs MDY
+2,662.7%
-2,040.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | +15.8% | -1.5% | +17.3% | +17.4% |
| 3M | -0.3% | +0.8% | -1.1% | -1.4% |
| 6M | +21.3% | +7.4% | +13.9% | +12.4% |
| YTD | +52.3% | +15.2% | +37.1% | +31.6% |
| 1Y | +63.6% | +16.5% | +47.1% | +39.6% |
| 3Y | +3.8% | +46.8% | -43.0% | -30.2% |
| 5Y | +128.6% | +46.0% | +82.6% | +52.0% |
| 10Y | -3.1% | +172.1% | -175.1% | -62.6% |
| All | +622.7% | +2,662.7% | -2,040.0% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling