+213.3%
MCD vs MO
+139.9%
+73.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.1% |
| 7D | +7.3% | -0.8% | +8.1% | +7.5% |
| 30D | +20.0% | +6.5% | +13.5% | +17.7% |
| 3M | +3.8% | +18.3% | -14.5% | -1.3% |
| 6M | +3.8% | +15.6% | -11.8% | -1.0% |
| YTD | -5.9% | +38.8% | -44.7% | -15.4% |
| 1Y | -3.2% | +41.6% | -44.9% | -13.5% |
| 3Y | +13.3% | +138.2% | -125.0% | -14.5% |
| 5Y | +25.2% | +150.5% | -125.2% | -8.2% |
| 10Y | +213.3% | +146.1% | +67.3% | +119.9% |
| All | +213.3% | +139.9% | +73.5% | +119.9% |
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