+281.1%
SLB vs MOH
+1,302.1%
-1,021.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +0.4% | -3.3% | +3.8% | +1.0% |
| 30D | +13.6% | -0.1% | +13.7% | +13.5% |
| 3M | +1.5% | -1.1% | +2.6% | +1.1% |
| 6M | +23.0% | +35.9% | -12.9% | +14.9% |
| YTD | +51.2% | +13.1% | +38.1% | +44.3% |
| 1Y | +63.5% | +11.8% | +51.7% | +55.0% |
| 3Y | +2.5% | -38.7% | +41.3% | +4.6% |
| 5Y | +139.2% | -25.1% | +164.3% | +130.7% |
| 10Y | -4.8% | +243.8% | -248.6% | -37.0% |
| All | +281.1% | +1,302.1% | -1,021.0% | +68.3% |
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