+533.1%
SLB vs MDY
+2,617.6%
-2,084.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.2% | -2.3% |
| 7D | -3.7% | +0.7% | -4.4% | -4.4% |
| 30D | +2.9% | +1.3% | +1.6% | +1.4% |
| 3M | +0.2% | -4.1% | +4.3% | +4.3% |
| 6M | -4.4% | +1.0% | -5.4% | -5.8% |
| YTD | +33.4% | +13.3% | +20.1% | +17.1% |
| 1Y | +40.8% | +15.7% | +25.0% | +20.9% |
| 3Y | +3.2% | +59.6% | -56.4% | -36.1% |
| 5Y | +64.8% | +36.3% | +28.5% | +17.2% |
| 10Y | -16.6% | +173.6% | -190.2% | -68.0% |
| All | +533.1% | +2,617.6% | -2,084.6% | -59.5% |
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