+129.7%
COP vs MO
+153.7%
-24.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -0.6% | +8.9% | -9.5% | -3.5% |
| 3M | +10.8% | +23.0% | -12.2% | +3.1% |
| 6M | +19.6% | +15.0% | +4.7% | +13.2% |
| YTD | +52.9% | +41.7% | +11.2% | +33.0% |
| 1Y | +62.2% | +43.3% | +18.9% | +40.5% |
| 3Y | +32.4% | +143.2% | -110.8% | -13.9% |
| 5Y | +129.7% | +154.7% | -25.0% | +37.8% |
| All | +129.7% | +153.7% | -24.0% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling