+155.7%
MO vs ACM
+132.6%
+23.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.8% |
| 7D | +3.3% | +5.6% | -2.3% | +2.1% |
| 30D | +7.5% | +20.8% | -13.3% | +3.4% |
| 3M | +22.8% | +11.4% | +11.4% | +19.8% |
| 6M | +13.4% | +0.9% | +12.4% | +12.5% |
| YTD | +43.0% | -24.8% | +67.8% | +49.4% |
| 1Y | +45.2% | -46.4% | +91.7% | +63.6% |
| 3Y | +145.5% | -9.2% | +154.8% | +138.9% |
| 5Y | +157.1% | +5.0% | +152.1% | +136.8% |
| All | +155.7% | +132.6% | +23.1% | +88.6% |
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