+99.6%
MO vs CF
+227.0%
-127.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.6% |
| 7D | +0.3% | +6.0% | -5.7% | -0.2% |
| 30D | +0.6% | +14.8% | -14.2% | -0.6% |
| 3M | -1.0% | +14.1% | -15.0% | -2.2% |
| 6M | +4.3% | +28.5% | -24.2% | +1.7% |
| YTD | +23.3% | +74.9% | -51.7% | +16.8% |
| 1Y | +10.5% | +61.7% | -51.2% | +5.3% |
| 3Y | +96.3% | +80.3% | +15.9% | +83.1% |
| All | +99.6% | +227.0% | -127.4% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling