+111.2%
MO vs ALB
+80.1%
+31.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | -2.4% | -8.6% | +6.2% | -1.7% |
| 30D | +3.6% | -4.0% | +7.6% | +3.9% |
| 3M | -3.7% | -17.4% | +13.7% | -2.5% |
| 6M | +4.5% | -25.4% | +29.9% | +6.3% |
| YTD | +21.5% | -10.5% | +32.0% | +20.9% |
| 1Y | +9.5% | +75.8% | -66.3% | +1.3% |
| 3Y | +93.6% | -28.5% | +122.1% | +93.2% |
| 5Y | +97.5% | -45.1% | +142.6% | +96.7% |
| 10Y | +111.2% | +87.3% | +23.8% | +43.0% |
| All | +111.2% | +80.1% | +31.1% | +43.0% |
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