+148.5%
MO vs CB
+102.8%
+45.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | +5.8% | +6.5% | -0.8% | +3.6% |
| 3M | +12.7% | +4.1% | +8.6% | +11.2% |
| 6M | +14.8% | +14.4% | +0.4% | +10.1% |
| YTD | +37.8% | +17.5% | +20.3% | +31.0% |
| 1Y | +39.5% | +27.5% | +11.9% | +29.3% |
| 3Y | +136.1% | +71.6% | +64.5% | +99.2% |
| 5Y | +148.5% | +100.6% | +47.9% | +98.1% |
| All | +148.5% | +102.8% | +45.7% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling