+146.1%
MO vs SLB
-16.9%
+163.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | -0.8% | -4.3% | +3.5% | -0.1% |
| 30D | +6.5% | +1.9% | +4.6% | +6.0% |
| 3M | +18.3% | -5.7% | +24.1% | +19.1% |
| 6M | +15.6% | -5.3% | +20.9% | +15.7% |
| YTD | +38.8% | +32.2% | +6.7% | +30.8% |
| 1Y | +41.6% | +38.5% | +3.1% | +32.2% |
| 3Y | +138.2% | +1.1% | +137.1% | +131.4% |
| 5Y | +150.5% | +70.3% | +80.2% | +111.1% |
| 10Y | +146.1% | -17.3% | +163.4% | +104.4% |
| All | +146.1% | -16.9% | +163.0% | +104.4% |
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