+111.2%
MO vs SLB
-4.1%
+115.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.4% | -1.9% | -0.5% | -2.1% |
| 30D | +3.6% | +7.8% | -4.2% | +2.2% |
| 3M | -3.7% | +2.7% | -6.4% | -4.5% |
| 6M | +4.5% | +22.2% | -17.7% | +0.4% |
| YTD | +21.5% | +51.1% | -29.6% | +12.3% |
| 1Y | +9.5% | +63.3% | -53.8% | -0.3% |
| 3Y | +93.6% | +2.4% | +91.2% | +88.5% |
| 5Y | +97.5% | +139.3% | -41.8% | +55.8% |
| 10Y | +111.2% | -2.6% | +113.8% | +65.6% |
| All | +111.2% | -4.1% | +115.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 10y: compounded portfolio wealth divided by compounded SLB 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…
10y analysis · Full analysis span regression · 6 months rolling