+110.3%
MO vs CME
+280.4%
-170.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | -2.4% | +1.4% | -0.3% |
| 30D | +5.8% | +6.2% | -0.4% | +4.0% |
| 3M | -4.5% | +4.4% | -8.9% | -5.9% |
| 6M | +5.7% | -9.6% | +15.4% | +8.5% |
| YTD | +23.1% | +3.8% | +19.3% | +21.2% |
| 1Y | +10.9% | +9.5% | +1.4% | +7.4% |
| 3Y | +96.1% | +51.9% | +44.2% | +72.4% |
| 5Y | +100.1% | +78.7% | +21.4% | +65.0% |
| All | +110.3% | +280.4% | -170.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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