+143.3%
MO vs BP
+50.2%
+93.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.6% |
| 7D | +0.4% | +2.5% | -2.1% | +0.3% |
| 30D | +8.9% | -5.6% | +14.5% | +9.3% |
| 3M | +23.0% | +8.0% | +14.9% | +22.4% |
| 6M | +15.0% | +5.7% | +9.3% | +14.5% |
| YTD | +41.7% | +36.8% | +4.9% | +39.1% |
| 1Y | +43.3% | +30.7% | +12.6% | +40.9% |
| All | +143.3% | +50.2% | +93.1% | +137.0% |
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