+45.3%
MO vs CMI
+10.9%
+34.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.8% | +7.2% | +0.5% |
| 7D | +6.9% | -11.2% | +18.1% | +5.0% |
| 30D | +14.9% | -9.8% | +24.8% | +13.2% |
| 3M | +16.4% | -25.5% | +42.0% | +11.9% |
| 6M | +9.6% | -27.7% | +37.2% | +5.3% |
| YTD | +41.8% | -6.6% | +48.5% | +37.1% |
| 1Y | +45.3% | +11.7% | +33.7% | +41.0% |
| All | +45.3% | +10.9% | +34.4% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling