+103.0%
MO vs CF
+589.1%
-486.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.9% |
| 30D | -0.3% | +18.1% | -18.3% | -2.8% |
| 3M | -2.9% | +23.4% | -26.3% | -6.1% |
| 6M | +5.8% | +17.1% | -11.3% | +2.4% |
| YTD | +22.0% | +76.2% | -54.2% | +10.6% |
| 1Y | +10.7% | +62.3% | -51.6% | +1.4% |
| 3Y | +94.4% | +71.8% | +22.5% | +73.7% |
| 5Y | +97.2% | +234.6% | -137.4% | +49.6% |
| 10Y | +103.0% | +574.3% | -471.3% | +42.5% |
| All | +103.0% | +589.1% | -486.2% | +42.5% |
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