+60.7%
COP vs MO
+45.9%
+14.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.4% | -6.6% | -5.4% |
| 7D | -8.1% | +6.9% | -15.0% | -9.3% |
| 30D | +6.7% | +14.9% | -8.3% | +3.6% |
| 3M | +16.9% | +16.4% | +0.5% | +13.2% |
| 6M | +11.2% | +9.6% | +1.6% | +8.6% |
| YTD | +49.5% | +41.8% | +7.7% | +31.7% |
| 1Y | +60.7% | +45.3% | +15.4% | +39.7% |
| All | +60.7% | +45.9% | +14.8% | +39.7% |
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 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