+153.3%
MO vs CLF
+80.0%
+73.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.7% |
| 7D | +0.4% | +16.0% | -15.5% | -0.6% |
| 30D | +8.9% | +1.6% | +7.3% | +8.4% |
| 3M | +23.0% | +6.7% | +16.3% | +21.8% |
| 6M | +15.0% | +21.1% | -6.2% | +12.1% |
| YTD | +41.7% | -1.6% | +43.3% | +39.5% |
| 1Y | +43.3% | +18.5% | +24.8% | +38.8% |
| 3Y | +143.2% | -21.0% | +164.2% | +136.7% |
| 5Y | +154.7% | -41.4% | +196.1% | +149.0% |
| All | +153.3% | +80.0% | +73.4% | +100.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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