+14,639.2%
MO vs CMI
+19,556.0%
-4,916.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.2% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +3.6% | -12.3% | +15.9% | +5.5% |
| 3M | -3.7% | -16.8% | +13.1% | -1.6% |
| 6M | +4.5% | +1.5% | +3.0% | +3.2% |
| YTD | +21.5% | +9.8% | +11.7% | +18.3% |
| 1Y | +9.5% | +42.6% | -33.1% | +2.1% |
| 3Y | +93.6% | +151.0% | -57.4% | +63.2% |
| 5Y | +97.5% | +167.0% | -69.5% | +63.7% |
| 10Y | +111.2% | +512.2% | -401.0% | +53.3% |
| All | +14,639.2% | +19,556.0% | -4,916.8% | +6,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling