+17,245.8%
MO vs BP
+1,406.2%
+15,839.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.7% |
| 7D | +3.3% | +3.8% | -0.5% | +2.5% |
| 30D | +7.5% | -5.3% | +12.8% | +8.7% |
| 3M | +22.8% | +9.3% | +13.5% | +20.3% |
| 6M | +13.4% | +7.2% | +6.1% | +11.1% |
| YTD | +43.0% | +38.0% | +5.0% | +32.4% |
| 1Y | +45.2% | +33.2% | +12.0% | +35.4% |
| 3Y | +145.5% | +50.3% | +95.2% | +119.9% |
| 5Y | +157.1% | +114.1% | +43.0% | +109.2% |
| 10Y | +153.3% | +140.7% | +12.6% | +92.0% |
| All | +17,245.8% | +1,406.2% | +15,839.6% | +7,856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling