+138.2%
MO vs ALB
-13.3%
+151.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.7% |
| 7D | -0.8% | +5.3% | -6.0% | -0.7% |
| 30D | +6.5% | -6.3% | +12.8% | +6.5% |
| 3M | +18.3% | -27.4% | +45.7% | +18.1% |
| 6M | +15.6% | -53.1% | +68.6% | +15.8% |
| YTD | +38.8% | -32.3% | +71.1% | +38.3% |
| 1Y | +41.6% | -7.3% | +48.9% | +40.5% |
| 3Y | +138.2% | -14.9% | +153.2% | +139.5% |
| All | +138.2% | -13.3% | +151.5% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling