+20.6%
BAC vs MO
+150.8%
-130.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +2.1% | -0.8% | +2.8% | +2.2% |
| 30D | -6.7% | +6.5% | -13.2% | -7.9% |
| 3M | -20.2% | +18.3% | -38.6% | -22.9% |
| 6M | -0.2% | +15.6% | -15.8% | -3.7% |
| YTD | -6.4% | +38.8% | -45.2% | -14.7% |
| 1Y | -3.1% | +41.6% | -44.7% | -12.3% |
| 3Y | +96.7% | +138.2% | -41.5% | +42.5% |
| All | +20.6% | +150.8% | -130.2% | -18.3% |
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