+1,128.2%
MO vs ACM
+250.2%
+878.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.4% | +5.1% | -4.6% | -0.4% |
| 30D | +8.9% | +18.7% | -9.8% | +5.8% |
| 3M | +23.0% | +15.5% | +7.5% | +19.8% |
| 6M | +15.0% | +1.2% | +13.8% | +14.2% |
| YTD | +41.7% | -25.2% | +66.9% | +47.0% |
| 1Y | +43.3% | -46.3% | +89.6% | +57.1% |
| 3Y | +143.2% | -9.6% | +152.7% | +140.5% |
| 5Y | +154.7% | +4.4% | +150.3% | +143.2% |
| 10Y | +151.0% | +129.3% | +21.7% | +102.9% |
| All | +1,128.2% | +250.2% | +878.0% | +707.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling