+45.2%
MO vs SLB
+46.1%
-0.9%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.9% |
| 7D | +3.3% | +3.5% | -0.2% | +3.2% |
| 30D | +7.5% | +6.5% | +1.0% | +7.3% |
| 3M | +22.8% | -0.2% | +23.0% | +22.4% |
| 6M | +13.4% | -5.7% | +19.1% | +13.6% |
| YTD | +43.0% | +36.8% | +6.2% | +41.4% |
| 1Y | +45.2% | +45.8% | -0.5% | +42.6% |
| All | +45.2% | +46.1% | -0.9% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling