+110.3%
MO vs CHRW
+182.4%
-72.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -1.0% | +4.4% | -5.4% | -1.6% |
| 30D | +5.8% | +5.5% | +0.3% | +5.0% |
| 3M | -4.5% | -17.3% | +12.7% | -2.5% |
| 6M | +5.7% | -12.7% | +18.4% | +6.9% |
| YTD | +23.1% | -4.1% | +27.2% | +22.1% |
| 1Y | +10.9% | +21.2% | -10.3% | +5.3% |
| 3Y | +96.1% | +88.9% | +7.2% | +66.9% |
| 5Y | +100.1% | +93.1% | +7.0% | +65.3% |
| All | +110.3% | +182.4% | -72.2% | +55.2% |
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