+4,151.9%
MO vs BLK
+12,788.7%
-8,636.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -1.0% | -5.2% | +4.2% | -0.2% |
| 30D | +5.8% | -7.0% | +12.8% | +7.0% |
| 3M | -4.5% | +5.7% | -10.2% | -5.6% |
| 6M | +5.7% | +11.0% | -5.3% | +3.5% |
| YTD | +23.1% | +0.9% | +22.2% | +22.1% |
| 1Y | +10.9% | -1.6% | +12.5% | +10.3% |
| 3Y | +96.1% | +64.5% | +31.7% | +77.0% |
| 5Y | +100.1% | +30.9% | +69.2% | +85.4% |
| 10Y | +114.0% | +275.1% | -161.2% | +65.4% |
| All | +4,151.9% | +12,788.7% | -8,636.9% | +2,404.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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