+100.1%
MO vs BN
+30.5%
+69.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | -1.0% | -5.9% | +4.9% | -0.7% |
| 30D | +5.8% | -15.1% | +20.8% | +6.7% |
| 3M | -4.5% | -14.6% | +10.0% | -3.7% |
| 6M | +5.7% | -8.4% | +14.2% | +6.0% |
| YTD | +23.1% | -16.8% | +39.9% | +24.1% |
| 1Y | +10.9% | -14.4% | +25.3% | +11.4% |
| 3Y | +96.1% | +70.1% | +26.0% | +80.7% |
| 5Y | +100.1% | +33.5% | +66.5% | +83.4% |
| All | +100.1% | +30.5% | +69.5% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 5y: compounded portfolio wealth divided by compounded BN 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…
5y analysis · Full analysis span regression · 6 months rolling