+10,960.0%
MO vs ALB
+2,081.3%
+8,878.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.1% |
| 7D | +3.3% | -5.8% | +9.1% | +4.1% |
| 30D | +7.5% | -4.5% | +12.1% | +8.0% |
| 3M | +22.8% | -28.1% | +50.8% | +27.4% |
| 6M | +13.4% | -53.2% | +66.5% | +23.7% |
| YTD | +43.0% | -33.3% | +76.3% | +47.2% |
| 1Y | +45.2% | -17.4% | +62.7% | +44.9% |
| 3Y | +145.5% | -14.1% | +159.7% | +131.0% |
| 5Y | +157.1% | -64.0% | +221.1% | +166.2% |
| 10Y | +153.3% | +32.8% | +120.5% | +96.4% |
| All | +10,960.0% | +2,081.3% | +8,878.6% | +5,510.9% |
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 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