-5.1%
SLB vs MOD
+116.8%
-121.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | -2.7% |
| 7D | -7.7% | -34.2% | +26.4% | -2.6% |
| 30D | -0.7% | -51.9% | +51.2% | +9.3% |
| 3M | 0.0% | -53.0% | +53.0% | +10.0% |
| 6M | -10.4% | -66.4% | +55.9% | +2.5% |
| YTD | +31.5% | -31.5% | +63.0% | +33.4% |
| 1Y | +39.1% | -39.6% | +78.7% | +43.1% |
| All | -5.1% | +116.8% | -121.9% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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