+1,163.5%
C vs MO
+15,304.6%
-14,141.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +0.1% | +0.6% | -0.6% | -0.3% |
| 3M | +2.4% | -1.0% | +3.4% | +1.9% |
| 6M | +24.9% | +4.3% | +20.6% | +21.1% |
| YTD | +19.8% | +23.3% | -3.5% | +8.4% |
| 1Y | +44.9% | +10.5% | +34.4% | +36.2% |
| 3Y | +263.0% | +96.3% | +166.7% | +168.5% |
| 5Y | +129.5% | +98.9% | +30.6% | +67.2% |
| 10Y | +291.6% | +103.6% | +188.0% | +176.0% |
| All | +1,163.5% | +15,304.6% | -14,141.1% | +89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling