+14,834.6%
MO vs BKR
+528.0%
+14,306.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.7% | +8.0% | +2.1% |
| 7D | -1.0% | -6.7% | +5.7% | -0.2% |
| 30D | +5.8% | -8.3% | +14.1% | +6.8% |
| 3M | -4.5% | -5.4% | +0.9% | -4.1% |
| 6M | +5.7% | +0.8% | +4.9% | +5.1% |
| YTD | +23.1% | +31.8% | -8.7% | +18.2% |
| 1Y | +10.9% | +28.6% | -17.7% | +6.6% |
| 3Y | +96.1% | +71.2% | +24.9% | +79.6% |
| 5Y | +100.1% | +179.2% | -79.2% | +69.4% |
| 10Y | +114.0% | +124.0% | -10.0% | +76.5% |
| All | +14,834.6% | +528.0% | +14,306.7% | +9,037.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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