+968.6%
MO vs ACM
+230.8%
+737.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.3% | -3.7% | +4.1% | +1.0% |
| 30D | +0.6% | -11.1% | +11.8% | +2.4% |
| 3M | -1.0% | -8.0% | +7.0% | +0.1% |
| 6M | +4.3% | -29.7% | +34.0% | +10.0% |
| YTD | +23.3% | -29.4% | +52.6% | +29.3% |
| 1Y | +10.5% | -46.4% | +56.9% | +21.0% |
| 3Y | +96.3% | -22.3% | +118.6% | +99.4% |
| 5Y | +98.9% | +4.5% | +94.4% | +89.7% |
| 10Y | +103.6% | +127.6% | -24.0% | +64.8% |
| All | +968.6% | +230.8% | +737.8% | +610.1% |
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