+112.0%
MO vs CB
+218.8%
-106.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.5% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -0.3% | -3.9% | +3.6% | +1.2% |
| 3M | -2.9% | +4.9% | -7.9% | -4.5% |
| 6M | +5.8% | +3.3% | +2.5% | +4.6% |
| YTD | +22.0% | +8.5% | +13.5% | +18.4% |
| 1Y | +10.7% | +22.1% | -11.4% | +2.8% |
| 3Y | +94.4% | +70.1% | +24.2% | +58.8% |
| 5Y | +97.2% | +97.4% | -0.2% | +49.8% |
| All | +112.0% | +218.8% | -106.8% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 10y: compounded portfolio wealth divided by compounded CB 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…
10y analysis · Full analysis span regression · 6 months rolling