+97.5%
MO vs CME
+76.2%
+21.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.4% | -0.6% | -1.8% | -2.3% |
| 30D | +3.6% | +4.7% | -1.1% | +2.6% |
| 3M | -3.7% | +7.8% | -11.5% | -5.3% |
| 6M | +4.5% | -11.0% | +15.5% | +7.1% |
| YTD | +21.5% | +4.0% | +17.5% | +20.2% |
| 1Y | +9.5% | +9.1% | +0.4% | +7.1% |
| 3Y | +93.6% | +52.3% | +41.3% | +78.0% |
| 5Y | +97.5% | +76.1% | +21.4% | +70.1% |
| All | +97.5% | +76.2% | +21.3% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling