+17,087.0%
MO vs BP
+1,393.0%
+15,694.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.6% | +0.4% |
| 7D | +0.4% | +2.5% | -2.1% | -0.1% |
| 30D | +8.9% | -5.6% | +14.5% | +10.1% |
| 3M | +23.0% | +8.0% | +14.9% | +20.7% |
| 6M | +15.0% | +5.7% | +9.3% | +13.0% |
| YTD | +41.7% | +36.8% | +4.9% | +31.4% |
| 1Y | +43.3% | +30.7% | +12.6% | +34.1% |
| 3Y | +143.2% | +51.6% | +91.6% | +117.3% |
| 5Y | +154.7% | +112.2% | +42.5% | +107.7% |
| 10Y | +151.0% | +138.6% | +12.4% | +90.6% |
| All | +17,087.0% | +1,393.0% | +15,694.0% | +7,798.3% |
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