+64.1%
COP vs MO
+44.3%
+19.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +4.4% | +3.3% | +1.1% | +3.8% |
| 30D | 0.0% | +7.5% | -7.6% | -1.5% |
| 3M | +15.0% | +22.8% | -7.7% | +10.5% |
| 6M | +22.0% | +13.4% | +8.7% | +18.5% |
| YTD | +55.3% | +43.0% | +12.4% | +37.3% |
| 1Y | +64.1% | +45.2% | +18.9% | +44.1% |
| All | +64.1% | +44.3% | +19.9% | +44.1% |
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 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