+9,435.0%
MO vs ALB
+2,835.3%
+6,599.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.3% |
| 7D | +0.3% | -8.1% | +8.4% | +1.4% |
| 30D | +0.6% | +6.3% | -5.6% | -0.3% |
| 3M | -1.0% | -23.6% | +22.6% | +1.9% |
| 6M | +4.3% | -24.6% | +29.0% | +6.8% |
| YTD | +23.3% | -10.3% | +33.5% | +22.6% |
| 1Y | +10.5% | +61.5% | -51.0% | +0.4% |
| 3Y | +96.3% | -34.0% | +130.2% | +93.9% |
| 5Y | +98.9% | -44.6% | +143.5% | +93.9% |
| 10Y | +103.6% | +76.1% | +27.5% | +52.8% |
| All | +9,435.0% | +2,835.3% | +6,599.8% | +4,574.0% |
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