+100.1%
MO vs BP
+139.4%
-39.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.2% |
| 7D | -1.0% | +5.7% | -6.7% | -1.7% |
| 30D | +5.8% | +8.1% | -2.3% | +4.7% |
| 3M | -4.5% | +8.6% | -13.1% | -5.8% |
| 6M | +5.7% | +18.1% | -12.4% | +3.1% |
| YTD | +23.1% | +37.6% | -14.5% | +17.3% |
| 1Y | +10.9% | +39.4% | -28.5% | +5.4% |
| 3Y | +96.1% | +40.1% | +56.1% | +85.3% |
| 5Y | +100.1% | +141.3% | -41.2% | +64.0% |
| All | +100.1% | +139.4% | -39.3% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling