+269.3%
C vs MO
+95.5%
+173.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.8% |
| 7D | +3.2% | -2.0% | +5.2% | +3.0% |
| 30D | +1.3% | -0.3% | +1.6% | +1.3% |
| 3M | +3.1% | -2.9% | +6.1% | +2.8% |
| 6M | +29.6% | +5.8% | +23.8% | +29.5% |
| YTD | +19.0% | +22.0% | -3.1% | +17.9% |
| 1Y | +45.6% | +10.7% | +35.0% | +45.5% |
| 3Y | +269.3% | +94.4% | +174.9% | +225.9% |
| All | +269.3% | +95.5% | +173.8% | +225.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling