+94.6%
CAT vs MO
+9.6%
+85.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.9% |
| 7D | +2.9% | -2.4% | +5.3% | +2.4% |
| 30D | -2.6% | +3.6% | -6.2% | -1.7% |
| 3M | -10.7% | -3.7% | -7.0% | -11.1% |
| 6M | +16.1% | +4.5% | +11.6% | +16.3% |
| YTD | +43.2% | +21.5% | +21.7% | +49.8% |
| All | +94.6% | +9.6% | +85.0% | +91.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling