+216.1%
C vs MO
+137.2%
+78.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -5.2% | +6.5% | -11.7% | -4.6% |
| 3M | -9.1% | +18.3% | -27.4% | -7.6% |
| 6M | -1.6% | +15.6% | -17.1% | -0.5% |
| YTD | +6.9% | +38.8% | -31.9% | +7.7% |
| 1Y | +23.0% | +41.6% | -18.7% | +23.6% |
| 3Y | +216.1% | +138.2% | +77.9% | +179.1% |
| All | +216.1% | +137.2% | +78.9% | +179.1% |
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