+24.5%
COP vs MO
+93.0%
-68.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.5% | -2.4% | +1.9% | 0.0% |
| 30D | +11.7% | +3.6% | +8.1% | +10.9% |
| 3M | +17.7% | -3.7% | +21.4% | +18.2% |
| 6M | +18.3% | +4.5% | +13.8% | +16.5% |
| YTD | +49.1% | +21.5% | +27.6% | +41.9% |
| 1Y | +53.3% | +9.5% | +43.8% | +48.9% |
| All | +24.5% | +93.0% | -68.5% | +2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling