+9,285.2%
MO vs CB
+6,559.4%
+2,725.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.5% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | +0.6% | -3.1% | +3.7% | +1.3% |
| 3M | -1.0% | +9.0% | -9.9% | -2.7% |
| 6M | +4.3% | +2.9% | +1.5% | +3.8% |
| YTD | +23.3% | +10.1% | +13.2% | +20.8% |
| 1Y | +10.5% | +22.8% | -12.3% | +5.7% |
| 3Y | +96.3% | +73.8% | +22.5% | +74.3% |
| 5Y | +98.9% | +99.2% | -0.3% | +70.7% |
| 10Y | +103.6% | +218.2% | -114.6% | +57.0% |
| All | +9,285.2% | +6,559.4% | +2,725.8% | +4,361.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling