+111.2%
MO vs CLF
+116.4%
-5.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | +3.6% | -3.2% | +6.8% | +3.7% |
| 3M | -3.7% | -5.0% | +1.2% | -3.8% |
| 6M | +4.5% | +26.6% | -22.1% | +1.7% |
| YTD | +21.5% | -9.0% | +30.5% | +20.8% |
| 1Y | +9.5% | +11.8% | -2.3% | +6.3% |
| 3Y | +93.6% | -15.1% | +108.7% | +87.0% |
| 5Y | +97.5% | -48.2% | +145.7% | +95.4% |
| 10Y | +111.2% | +127.6% | -16.4% | +65.9% |
| All | +111.2% | +116.4% | -5.2% | +65.9% |
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