+338.5%
COP vs MO
+114.7%
+223.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +8.6% | +7.1% | +1.5% | +5.0% |
| 3M | +19.9% | -2.0% | +21.8% | +20.0% |
| 6M | +19.0% | +7.3% | +11.7% | +13.6% |
| YTD | +50.0% | +23.5% | +26.5% | +33.0% |
| 1Y | +50.5% | +11.0% | +39.5% | +40.2% |
| 3Y | +25.2% | +95.0% | -69.8% | -15.4% |
| 5Y | +194.3% | +100.6% | +93.6% | +92.8% |
| All | +338.5% | +114.7% | +223.8% | +146.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling