+108.4%
CSCO vs MO
+93.0%
+15.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | 0.0% | -2.4% | +2.4% | 0.0% |
| 30D | -10.7% | +3.6% | -14.3% | -10.8% |
| 3M | -8.7% | -3.7% | -5.0% | -8.7% |
| 6M | +44.9% | +4.5% | +40.4% | +44.3% |
| YTD | +44.1% | +21.5% | +22.6% | +41.6% |
| 1Y | +65.9% | +9.5% | +56.3% | +64.6% |
| All | +108.4% | +93.0% | +15.4% | +83.4% |
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