+11,024.8%
JPM vs MO
+15,145.8%
-4,121.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -0.4% | -2.0% | +1.6% | +0.2% |
| 30D | -1.1% | -0.3% | -0.9% | -1.2% |
| 3M | +14.1% | -2.9% | +17.1% | +14.5% |
| 6M | +23.3% | +5.8% | +17.5% | +19.8% |
| YTD | +11.3% | +22.0% | -10.7% | +2.8% |
| 1Y | +23.0% | +10.7% | +12.3% | +17.0% |
| 3Y | +162.6% | +94.4% | +68.2% | +104.4% |
| 5Y | +152.8% | +97.2% | +55.6% | +94.0% |
| 10Y | +583.6% | +103.0% | +480.7% | +405.3% |
| All | +11,024.8% | +15,145.8% | -4,121.0% | +1,745.8% |
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