+294.7%
C vs MO
+103.2%
+191.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +2.6% | -2.4% | +5.0% | +3.6% |
| 30D | +1.9% | +3.6% | -1.7% | +0.3% |
| 3M | +2.8% | -3.7% | +6.5% | +3.3% |
| 6M | +30.6% | +4.5% | +26.0% | +25.4% |
| YTD | +19.9% | +21.5% | -1.6% | +6.5% |
| 1Y | +44.6% | +9.5% | +35.0% | +34.4% |
| 3Y | +272.1% | +93.6% | +178.6% | +149.2% |
| 5Y | +132.0% | +97.5% | +34.5% | +50.3% |
| 10Y | +294.7% | +111.2% | +183.5% | +122.3% |
| All | +294.7% | +103.2% | +191.5% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling