+3,273.8%
GLW vs MO
+17,245.6%
-13,971.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.5% |
| 7D | -11.1% | -0.8% | -10.3% | -11.0% |
| 30D | -28.4% | +6.5% | -34.9% | -29.7% |
| 3M | -28.8% | +18.3% | -47.1% | -32.1% |
| 6M | -39.8% | +15.6% | -55.4% | -42.9% |
| YTD | +28.7% | +38.8% | -10.1% | +16.0% |
| 1Y | +27.7% | +41.6% | -13.9% | +14.5% |
| 3Y | +331.3% | +138.2% | +193.1% | +231.7% |
| 5Y | +233.4% | +150.5% | +83.0% | +151.0% |
| 10Y | +521.8% | +146.1% | +375.7% | +362.0% |
| All | +3,273.8% | +17,245.6% | -13,971.9% | +787.8% |
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 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