+150.5%
MO vs ALB
-62.6%
+213.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +0.8% |
| 7D | -0.8% | +5.3% | -6.0% | -0.8% |
| 30D | +6.5% | -6.3% | +12.8% | +6.6% |
| 3M | +18.3% | -27.4% | +45.7% | +18.8% |
| 6M | +15.6% | -53.1% | +68.6% | +17.2% |
| YTD | +38.8% | -32.3% | +71.1% | +39.1% |
| 1Y | +41.6% | -7.3% | +48.9% | +40.4% |
| 3Y | +138.2% | -14.9% | +153.2% | +135.3% |
| 5Y | +150.5% | -62.0% | +212.5% | +152.4% |
| All | +150.5% | -62.6% | +213.1% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling