+155.7%
MO vs CL
+88.0%
+67.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.1% |
| 7D | +3.3% | +3.2% | +0.1% | +1.7% |
| 30D | +7.5% | +8.0% | -0.5% | +3.6% |
| 3M | +22.8% | +7.9% | +14.9% | +18.3% |
| 6M | +13.4% | +14.7% | -1.4% | +5.9% |
| YTD | +43.0% | +29.2% | +13.8% | +25.8% |
| 1Y | +45.2% | +29.5% | +15.7% | +27.5% |
| 3Y | +145.5% | +40.7% | +104.9% | +103.8% |
| 5Y | +157.1% | +43.9% | +113.2% | +108.1% |
| All | +155.7% | +88.0% | +67.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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