+134.5%
IBM vs MO
+114.1%
+20.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.9% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -1.8% | +5.8% | -7.6% | -3.6% |
| 3M | -13.5% | -4.5% | -8.9% | -12.3% |
| 6M | -5.1% | +5.7% | -10.8% | -7.3% |
| YTD | -19.4% | +23.1% | -42.5% | -25.5% |
| 1Y | -6.5% | +10.9% | -17.4% | -10.8% |
| 3Y | +73.8% | +96.1% | -22.3% | +32.6% |
| 5Y | +116.3% | +100.1% | +16.2% | +61.6% |
| All | +134.5% | +114.1% | +20.4% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling