+590.9%
JPM vs MO
+114.7%
+476.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | -2.5% | +7.1% | -9.6% | -5.0% |
| 3M | +14.1% | -2.0% | +16.1% | +14.1% |
| 6M | +25.1% | +7.3% | +17.8% | +20.1% |
| YTD | +12.1% | +23.5% | -11.3% | +1.1% |
| 1Y | +18.8% | +11.0% | +7.8% | +11.6% |
| 3Y | +163.4% | +95.0% | +68.4% | +88.5% |
| 5Y | +156.5% | +100.6% | +55.9% | +78.1% |
| All | +590.9% | +114.7% | +476.2% | +338.4% |
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