+130.8%
SLB vs MOD
+1,486.5%
-1,355.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -0.5% |
| 7D | +0.8% | +9.6% | -8.8% | -0.6% |
| 30D | +15.8% | 0.0% | +15.8% | +15.6% |
| 3M | -0.3% | -35.4% | +35.0% | +5.8% |
| 6M | +21.3% | -7.3% | +28.6% | +20.4% |
| YTD | +52.3% | +45.8% | +6.5% | +39.6% |
| 1Y | +63.6% | +43.1% | +20.5% | +48.7% |
| 3Y | +3.8% | +297.7% | -293.9% | -25.6% |
| All | +130.8% | +1,486.5% | -1,355.7% | +32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling