+1,376.8%
BAC vs MO
+15,304.6%
-13,927.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | -0.4% | +0.6% | -1.0% | -0.7% |
| 3M | +16.9% | -1.0% | +17.9% | +16.6% |
| 6M | +26.6% | +4.3% | +22.3% | +23.5% |
| YTD | +15.8% | +23.3% | -7.5% | +6.2% |
| 1Y | +27.2% | +10.5% | +16.7% | +20.8% |
| 3Y | +132.4% | +96.3% | +36.1% | +78.4% |
| 5Y | +72.6% | +98.9% | -26.3% | +30.7% |
| 10Y | +389.7% | +103.6% | +286.1% | +258.0% |
| All | +1,376.8% | +15,304.6% | -13,927.8% | +161.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling