+155.7%
MO vs CHRW
+128.6%
+27.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +3.3% | +7.3% | -4.0% | +2.4% |
| 30D | +7.5% | -3.6% | +11.1% | +7.9% |
| 3M | +22.8% | -9.6% | +32.3% | +23.9% |
| 6M | +13.4% | -17.0% | +30.4% | +15.3% |
| YTD | +43.0% | -15.4% | +58.4% | +43.6% |
| 1Y | +45.2% | -10.0% | +55.2% | +44.4% |
| 3Y | +145.5% | +82.2% | +63.4% | +107.0% |
| 5Y | +157.1% | +59.4% | +97.7% | +119.0% |
| All | +155.7% | +128.6% | +27.0% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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