+26.0%
C vs MO
+45.9%
-19.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +2.0% |
| 7D | +1.1% | +6.9% | -5.8% | +2.9% |
| 30D | -2.4% | +14.9% | -17.4% | +1.7% |
| 3M | -8.4% | +16.4% | -24.8% | -4.0% |
| 6M | +0.3% | +9.6% | -9.2% | +3.4% |
| YTD | +9.1% | +41.8% | -32.7% | +23.2% |
| 1Y | +26.0% | +45.3% | -19.3% | +42.6% |
| All | +26.0% | +45.9% | -19.8% | +42.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling