+14,700.0%
MO vs BAX
+862.9%
+13,837.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | -0.1% |
| 7D | -2.0% | -2.4% | +0.4% | -1.5% |
| 30D | -0.3% | -9.7% | +9.5% | +2.1% |
| 3M | -2.9% | +29.3% | -32.2% | -9.3% |
| 6M | +5.8% | +40.7% | -34.9% | -3.7% |
| YTD | +22.0% | +30.3% | -8.3% | +12.0% |
| 1Y | +10.7% | +3.4% | +7.3% | +7.2% |
| 3Y | +94.4% | -32.0% | +126.4% | +102.1% |
| 5Y | +97.2% | -66.9% | +164.1% | +143.8% |
| 10Y | +103.0% | -37.1% | +140.0% | +107.0% |
| All | +14,700.0% | +862.9% | +13,837.1% | +5,705.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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