+218.3%
C vs MO
+148.6%
+69.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.1% |
| 30D | -5.3% | +8.0% | -13.3% | -8.4% |
| 3M | -8.0% | +20.9% | -28.9% | -15.3% |
| 6M | -0.3% | +16.3% | -16.6% | -7.9% |
| YTD | +8.6% | +40.7% | -32.1% | -9.6% |
| 1Y | +25.8% | +41.5% | -15.6% | +4.4% |
| 3Y | +221.2% | +141.5% | +79.6% | +92.8% |
| 5Y | +113.6% | +153.1% | -39.5% | +21.4% |
| 10Y | +218.3% | +149.3% | +69.0% | +81.7% |
| All | +218.3% | +148.6% | +69.7% | +81.7% |
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