+118.8%
MO vs ALC
+17.1%
+101.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.1% | +1.8% |
| 7D | -1.0% | -7.7% | +6.7% | +0.5% |
| 30D | +5.8% | -11.7% | +17.5% | +8.2% |
| 3M | -4.5% | +0.7% | -5.2% | -4.7% |
| 6M | +5.7% | -17.1% | +22.8% | +9.0% |
| YTD | +23.1% | -15.1% | +38.3% | +26.1% |
| 1Y | +10.9% | -14.1% | +25.0% | +13.1% |
| 3Y | +96.1% | -18.2% | +114.3% | +98.2% |
| 5Y | +100.1% | -19.2% | +119.2% | +100.5% |
| All | +118.8% | +17.1% | +101.7% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling