+94.4%
MO vs CB
+70.7%
+23.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.2% |
| 6M | +5.8% | +3.3% | +2.5% | +4.9% |
| YTD | +22.0% | +8.5% | +13.5% | +19.0% |
| 1Y | +10.7% | +22.1% | -11.4% | +3.8% |
| 3Y | +94.4% | +70.1% | +24.2% | +57.8% |
| All | +94.4% | +70.7% | +23.7% | +57.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling