+114.8%
CSCO vs MO
+96.7%
+18.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | -10.7% | +3.6% | -14.3% | -11.3% |
| 3M | -8.7% | -3.7% | -5.0% | -8.5% |
| 6M | +44.9% | +4.5% | +40.4% | +42.7% |
| YTD | +44.1% | +21.5% | +22.6% | +37.0% |
| 1Y | +65.9% | +9.5% | +56.3% | +61.2% |
| 3Y | +109.0% | +93.6% | +15.4% | +69.1% |
| 5Y | +114.8% | +97.5% | +17.3% | +69.8% |
| All | +114.8% | +96.7% | +18.1% | +69.8% |
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