+136.4%
BAC vs MO
+93.0%
+43.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | +0.6% | -2.4% | +3.0% | +0.7% |
| 30D | -1.4% | +3.6% | -4.9% | -1.5% |
| 3M | +15.7% | -3.7% | +19.5% | +15.8% |
| 6M | +32.2% | +4.5% | +27.7% | +31.3% |
| YTD | +15.8% | +21.5% | -5.7% | +12.6% |
| 1Y | +27.3% | +9.5% | +17.7% | +25.9% |
| All | +136.4% | +93.0% | +43.5% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 3y: compounded portfolio wealth divided by compounded MO 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…
3y analysis · Full analysis span regression · 6 months rolling