+220,352.2%
CSCO vs MO
+16,292.1%
+204,060.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -10.1% | +0.6% | -10.8% | -10.4% |
| 3M | -15.7% | -1.0% | -14.7% | -16.0% |
| 6M | +36.3% | +4.3% | +31.9% | +33.5% |
| YTD | +43.8% | +23.3% | +20.6% | +34.2% |
| 1Y | +63.9% | +10.5% | +53.5% | +57.3% |
| 3Y | +104.4% | +96.3% | +8.1% | +64.9% |
| 5Y | +111.4% | +98.9% | +12.5% | +68.7% |
| 10Y | +361.7% | +103.6% | +258.1% | +256.6% |
| All | +220,352.2% | +16,292.1% | +204,060.2% | +35,197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling