+109.8%
MO vs BTDR
+23.3%
+86.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.4% |
| 7D | -2.4% | +14.8% | -17.2% | -2.2% |
| 30D | +3.6% | +41.8% | -38.2% | +4.1% |
| 3M | -3.7% | -29.2% | +25.5% | -3.6% |
| 6M | +4.5% | +66.2% | -61.7% | +5.1% |
| YTD | +21.5% | +10.0% | +11.5% | +22.1% |
| 1Y | +9.5% | -11.0% | +20.5% | +10.0% |
| 3Y | +93.6% | +6.9% | +86.6% | +92.3% |
| 5Y | +97.5% | +24.7% | +72.8% | +98.0% |
| All | +109.8% | +23.3% | +86.5% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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