+14,854.2%
MO vs BP
+1,327.5%
+13,526.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +0.3% | +3.9% | -3.6% | -0.5% |
| 30D | +0.6% | +7.6% | -7.0% | -1.0% |
| 3M | -1.0% | +0.7% | -1.7% | -1.5% |
| 6M | +4.3% | +15.5% | -11.1% | +0.7% |
| YTD | +23.3% | +30.8% | -7.6% | +15.6% |
| 1Y | +10.5% | +34.3% | -23.9% | +2.9% |
| 3Y | +96.3% | +35.1% | +61.2% | +79.9% |
| 5Y | +98.9% | +126.8% | -27.9% | +59.8% |
| 10Y | +103.6% | +123.4% | -19.8% | +56.9% |
| All | +14,854.2% | +1,327.5% | +13,526.7% | +6,849.1% |
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