+308.5%
CSCO vs MO
+154.9%
+153.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -6.5% |
| 7D | +1.9% | +3.3% | -1.4% | +0.9% |
| 30D | -15.8% | +7.5% | -23.4% | -17.8% |
| 3M | -15.4% | +22.8% | -38.2% | -20.9% |
| 6M | -5.4% | +13.4% | -18.7% | -9.9% |
| YTD | +26.5% | +43.0% | -16.5% | +10.4% |
| 1Y | +25.9% | +45.2% | -19.3% | +9.3% |
| 3Y | +97.5% | +145.5% | -48.0% | +36.6% |
| 5Y | +93.0% | +157.1% | -64.0% | +29.1% |
| All | +308.5% | +154.9% | +153.6% | +151.8% |
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 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