+110.9%
MO vs BDX
+59.3%
+51.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.1% | -3.2% | +3.3% | +0.9% |
| 30D | +7.1% | -2.5% | +9.7% | +7.7% |
| 3M | -2.0% | +21.4% | -23.4% | -6.4% |
| 6M | +7.3% | +10.4% | -3.1% | +4.4% |
| YTD | +23.5% | +18.8% | +4.6% | +17.9% |
| 1Y | +11.0% | +21.7% | -10.7% | +5.3% |
| 3Y | +95.0% | -10.0% | +104.9% | +97.3% |
| 5Y | +100.6% | -1.8% | +102.4% | +96.4% |
| All | +110.9% | +59.3% | +51.6% | +80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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