+155.7%
MO vs ALB
+32.4%
+123.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.0% |
| 7D | +3.3% | -5.8% | +9.1% | +3.8% |
| 30D | +7.5% | -4.5% | +12.1% | +7.8% |
| 3M | +22.8% | -28.1% | +50.8% | +25.7% |
| 6M | +13.4% | -53.2% | +66.5% | +20.1% |
| YTD | +43.0% | -33.3% | +76.3% | +45.5% |
| 1Y | +45.2% | -17.4% | +62.7% | +44.5% |
| 3Y | +145.5% | -14.1% | +159.7% | +134.7% |
| 5Y | +157.1% | -64.0% | +221.1% | +169.1% |
| All | +155.7% | +32.4% | +123.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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