+110.7%
CSCO vs MO
+142.7%
-32.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.3% |
| 7D | +6.6% | +0.4% | +6.1% | +6.6% |
| 30D | -11.3% | +8.9% | -20.2% | -11.1% |
| 3M | -17.3% | +23.0% | -40.3% | -17.0% |
| 6M | +3.5% | +15.0% | -11.4% | +3.9% |
| YTD | +34.9% | +41.7% | -6.8% | +33.8% |
| 1Y | +40.5% | +43.3% | -2.8% | +39.2% |
| All | +110.7% | +142.7% | -32.0% | +82.7% |
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