+10,636.5%
MO vs ALB
+2,114.0%
+8,522.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.2% | +4.9% | +1.2% |
| 7D | -0.8% | +5.3% | -6.0% | -1.4% |
| 30D | +6.5% | -6.3% | +12.8% | +7.2% |
| 3M | +18.3% | -27.4% | +45.7% | +22.7% |
| 6M | +15.6% | -53.1% | +68.6% | +26.0% |
| YTD | +38.8% | -32.3% | +71.1% | +42.6% |
| 1Y | +41.6% | -7.3% | +48.9% | +39.1% |
| 3Y | +138.2% | -14.9% | +153.2% | +124.6% |
| 5Y | +150.5% | -62.0% | +212.5% | +157.2% |
| 10Y | +146.1% | +33.0% | +113.1% | +90.9% |
| All | +10,636.5% | +2,114.0% | +8,522.5% | +5,337.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling