+105.9%
CSCO vs MO
+153.7%
-47.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.6% | +1.2% |
| 7D | +6.6% | +0.4% | +6.1% | +6.5% |
| 30D | -11.3% | +8.9% | -20.2% | -12.4% |
| 3M | -17.3% | +23.0% | -40.3% | -19.9% |
| 6M | +3.5% | +15.0% | -11.4% | +1.0% |
| YTD | +34.9% | +41.7% | -6.8% | +25.3% |
| 1Y | +40.5% | +43.3% | -2.8% | +30.1% |
| 3Y | +109.3% | +143.2% | -33.9% | +59.9% |
| 5Y | +105.9% | +154.7% | -48.8% | +45.1% |
| All | +105.9% | +153.7% | -47.9% | +45.1% |
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 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