+244.9%
SLB vs MOH
+1,396.4%
-1,151.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +3.5% | +0.2% | +3.3% | +3.4% |
| 30D | +6.5% | +0.1% | +6.4% | +6.2% |
| 3M | -0.2% | +1.8% | -2.1% | -1.1% |
| 6M | -5.7% | +9.1% | -14.8% | -8.2% |
| YTD | +36.8% | +20.7% | +16.1% | +28.4% |
| 1Y | +45.8% | +51.3% | -5.5% | +31.0% |
| 3Y | +3.4% | -42.0% | +45.3% | +6.6% |
| 5Y | +76.1% | -33.1% | +109.3% | +73.7% |
| 10Y | -13.0% | +340.8% | -353.8% | -45.2% |
| All | +244.9% | +1,396.4% | -1,151.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 all: compounded portfolio wealth divided by compounded MOH 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…
all analysis · Full analysis span regression · 6 months rolling