+2,467.6%
IBM vs MO
+15,083.2%
-12,615.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +3.6% | -2.4% | +6.0% | +4.2% |
| 30D | +1.5% | +3.6% | -2.0% | +0.6% |
| 3M | -12.9% | -3.7% | -9.2% | -12.2% |
| 6M | -3.9% | +4.5% | -8.4% | -5.4% |
| YTD | -17.3% | +21.5% | -38.9% | -21.9% |
| 1Y | -5.0% | +9.5% | -14.5% | -8.1% |
| 3Y | +78.2% | +93.6% | -15.4% | +47.9% |
| 5Y | +120.6% | +97.5% | +23.1% | +80.9% |
| 10Y | +144.5% | +111.2% | +33.3% | +92.8% |
| All | +2,467.6% | +15,083.2% | -12,615.5% | +577.0% |
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