+1,446.7%
MO vs CF
+5,948.3%
-4,501.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.5% |
| 7D | +0.3% | +6.0% | -5.7% | -0.4% |
| 30D | +0.6% | +14.8% | -14.2% | -1.1% |
| 3M | -1.0% | +14.1% | -15.0% | -2.7% |
| 6M | +4.3% | +28.5% | -24.2% | +0.5% |
| YTD | +23.3% | +74.9% | -51.7% | +14.2% |
| 1Y | +10.5% | +61.7% | -51.2% | +3.2% |
| 3Y | +96.3% | +80.3% | +15.9% | +78.8% |
| 5Y | +98.9% | +226.0% | -127.1% | +64.5% |
| 10Y | +103.6% | +569.9% | -466.3% | +50.1% |
| All | +1,446.7% | +5,948.3% | -4,501.6% | +735.7% |
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