+149.3%
MO vs CL
+84.6%
+64.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | +8.0% | +9.5% | -1.5% | +3.3% |
| 3M | +20.9% | +6.8% | +14.1% | +17.1% |
| 6M | +16.3% | +14.3% | +2.0% | +8.9% |
| YTD | +40.7% | +27.0% | +13.7% | +24.8% |
| 1Y | +41.5% | +26.3% | +15.2% | +25.7% |
| 3Y | +141.5% | +39.3% | +102.3% | +101.4% |
| 5Y | +153.1% | +41.5% | +111.6% | +106.5% |
| 10Y | +149.3% | +84.1% | +65.2% | +79.7% |
| All | +149.3% | +84.6% | +64.7% | +79.7% |
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