+1,636.6%
MO vs CF
+5,315.1%
-3,678.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.0% |
| 7D | -2.4% | -3.2% | +0.7% | -2.1% |
| 30D | +9.7% | +4.3% | +5.4% | +9.1% |
| 3M | +14.1% | +2.8% | +11.3% | +13.5% |
| 6M | +11.9% | +0.6% | +11.2% | +11.3% |
| YTD | +38.4% | +56.6% | -18.2% | +29.7% |
| 1Y | +41.9% | +49.6% | -7.7% | +33.7% |
| 3Y | +134.5% | +61.5% | +73.0% | +116.3% |
| 5Y | +147.3% | +124.0% | +23.3% | +114.4% |
| 10Y | +135.2% | +573.2% | -437.9% | +73.6% |
| All | +1,636.6% | +5,315.1% | -3,678.5% | +849.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling