+3,626.3%
MO vs BB
+314.8%
+3,311.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | +3.3% | +1.8% | +1.5% | +3.3% |
| 30D | +7.5% | +8.1% | -0.6% | +7.2% |
| 3M | +22.8% | -1.0% | +23.8% | +22.6% |
| 6M | +13.4% | +45.9% | -32.6% | +11.7% |
| YTD | +43.0% | +134.8% | -91.8% | +38.9% |
| 1Y | +45.2% | +104.6% | -59.4% | +41.6% |
| 3Y | +145.5% | +152.8% | -7.3% | +135.5% |
| 5Y | +157.1% | -17.4% | +174.5% | +152.6% |
| 10Y | +153.3% | +22.4% | +130.9% | +137.7% |
| All | +3,626.3% | +314.8% | +3,311.5% | +2,953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling