+2,562.9%
IBM vs MO
+17,768.2%
-15,205.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +1.6% | +3.3% | -1.7% | +0.8% |
| 30D | +9.2% | +7.5% | +1.7% | +7.3% |
| 3M | +4.9% | +22.8% | -17.8% | -0.3% |
| 6M | +16.8% | +13.4% | +3.4% | +13.0% |
| YTD | -14.3% | +43.0% | -57.3% | -22.2% |
| 1Y | -16.7% | +45.2% | -61.9% | -24.7% |
| 3Y | +82.2% | +145.5% | -63.3% | +42.9% |
| 5Y | +149.9% | +157.1% | -7.1% | +92.3% |
| 10Y | +142.6% | +153.3% | -10.8% | +83.1% |
| All | +2,562.9% | +17,768.2% | -15,205.4% | +574.6% |
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