+153.3%
MO vs CF
+478.3%
-324.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | +0.4% | +5.4% | -4.9% | -0.3% |
| 30D | +8.9% | +6.5% | +2.3% | +7.8% |
| 3M | +23.0% | +4.6% | +18.3% | +21.8% |
| 6M | +15.0% | -3.3% | +18.3% | +15.0% |
| YTD | +41.7% | +63.9% | -22.2% | +29.2% |
| 1Y | +43.3% | +50.4% | -7.1% | +32.4% |
| 3Y | +143.2% | +68.2% | +74.9% | +116.6% |
| 5Y | +154.7% | +113.8% | +40.9% | +108.9% |
| All | +153.3% | +478.3% | -324.9% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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