+134.5%
MO vs CLF
-33.4%
+167.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.8% |
| 7D | -2.4% | -19.6% | +17.1% | -2.9% |
| 30D | +9.7% | -5.0% | +14.7% | +9.6% |
| 3M | +14.1% | -6.3% | +20.4% | +14.1% |
| 6M | +11.9% | +2.8% | +9.1% | +12.1% |
| YTD | +38.4% | -13.7% | +52.1% | +38.8% |
| 1Y | +41.9% | +13.6% | +28.3% | +42.5% |
| 3Y | +134.5% | -34.0% | +168.5% | +134.9% |
| All | +134.5% | -33.4% | +167.9% | +134.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling