+155.7%
MO vs CLF
+74.2%
+81.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.1% |
| 7D | +3.3% | +10.4% | -7.1% | +2.6% |
| 30D | +7.5% | +0.6% | +7.0% | +7.1% |
| 3M | +22.8% | +4.1% | +18.7% | +21.8% |
| 6M | +13.4% | +15.1% | -1.8% | +10.9% |
| YTD | +43.0% | -4.7% | +47.7% | +41.1% |
| 1Y | +45.2% | +20.4% | +24.9% | +40.4% |
| 3Y | +145.5% | -23.4% | +168.9% | +139.5% |
| 5Y | +157.1% | -43.3% | +200.3% | +151.8% |
| All | +155.7% | +74.2% | +81.5% | +102.8% |
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