+94.4%
MO vs BP
+36.5%
+57.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.5% | -1.2% |
| 7D | -2.0% | +0.9% | -2.9% | -2.1% |
| 30D | -0.3% | +9.1% | -9.4% | -0.8% |
| 3M | -2.9% | +3.9% | -6.9% | -3.3% |
| 6M | +5.8% | +13.6% | -7.9% | +4.9% |
| YTD | +22.0% | +34.0% | -12.0% | +19.6% |
| 1Y | +10.7% | +39.2% | -28.5% | +8.3% |
| 3Y | +94.4% | +36.4% | +58.0% | +90.6% |
| All | +94.4% | +36.5% | +57.9% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 3y: compounded portfolio wealth divided by compounded BP 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…
3y analysis · Full analysis span regression · 6 months rolling