+110.9%
MO vs ACM
+134.0%
-23.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.1% | -4.6% | +4.7% | +1.0% |
| 30D | +7.1% | +4.1% | +3.1% | +6.2% |
| 3M | -2.0% | -8.3% | +6.3% | -0.6% |
| 6M | +7.3% | -30.1% | +37.4% | +14.1% |
| YTD | +23.5% | -32.6% | +56.1% | +31.5% |
| 1Y | +11.0% | -49.6% | +60.6% | +25.2% |
| 3Y | +95.0% | -23.0% | +118.0% | +97.0% |
| 5Y | +100.6% | +2.0% | +98.7% | +86.2% |
| All | +110.9% | +134.0% | -23.1% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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