+110.9%
MO vs BB
+1.6%
+109.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +0.1% | -0.4% | +0.5% | +0.2% |
| 30D | +7.1% | -12.5% | +19.7% | +7.5% |
| 3M | -2.0% | -17.4% | +15.5% | -1.7% |
| 6M | +7.3% | +119.1% | -111.8% | +3.8% |
| YTD | +23.5% | +102.4% | -78.9% | +19.7% |
| 1Y | +11.0% | +98.2% | -87.2% | +7.5% |
| 3Y | +95.0% | +46.9% | +48.1% | +88.7% |
| 5Y | +100.6% | -26.4% | +127.0% | +98.2% |
| All | +110.9% | +1.6% | +109.3% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling