+100.1%
MO vs CG
+2.7%
+97.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | -1.0% | -9.8% | +8.8% | -0.8% |
| 30D | +5.8% | -10.3% | +16.1% | +6.0% |
| 3M | -4.5% | -1.7% | -2.9% | -4.6% |
| 6M | +5.7% | -9.8% | +15.5% | +5.9% |
| YTD | +23.1% | -25.6% | +48.7% | +24.2% |
| 1Y | +10.9% | -32.5% | +43.4% | +12.3% |
| 3Y | +96.1% | +45.6% | +50.5% | +84.0% |
| 5Y | +100.1% | +3.7% | +96.4% | +83.3% |
| All | +100.1% | +2.7% | +97.4% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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