+102.7%
MO vs CMI
+164.8%
-62.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +0.1% | -0.7% | +0.9% | +0.2% |
| 30D | +7.1% | -12.4% | +19.5% | +7.9% |
| 3M | -2.0% | -14.8% | +12.8% | -1.3% |
| 6M | +7.3% | +0.8% | +6.5% | +5.9% |
| YTD | +23.5% | +10.2% | +13.3% | +20.2% |
| 1Y | +11.0% | +37.4% | -26.4% | +4.8% |
| 3Y | +95.0% | +153.3% | -58.3% | +59.2% |
| All | +102.7% | +164.8% | -62.1% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling