+72.3%
BAC vs MO
+97.5%
-25.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +1.2% | -2.0% | +3.2% | +1.6% |
| 30D | -0.7% | -0.3% | -0.5% | -0.7% |
| 3M | +16.9% | -2.9% | +19.9% | +17.2% |
| 6M | +29.6% | +5.8% | +23.8% | +26.8% |
| YTD | +15.3% | +22.0% | -6.8% | +7.9% |
| 1Y | +28.8% | +10.7% | +18.2% | +24.0% |
| 3Y | +136.4% | +94.4% | +42.0% | +82.5% |
| All | +72.3% | +97.5% | -25.2% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling