+14,854.2%
MO vs COO
+5,988.7%
+8,865.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | +0.3% | -2.2% | +2.6% | +0.4% |
| 30D | +0.6% | -7.0% | +7.7% | +1.0% |
| 3M | -1.0% | +12.2% | -13.2% | -1.5% |
| 6M | +4.3% | -15.1% | +19.5% | +5.0% |
| YTD | +23.3% | -15.1% | +38.4% | +24.1% |
| 1Y | +10.5% | +2.3% | +8.1% | +10.2% |
| 3Y | +96.3% | -23.7% | +119.9% | +97.6% |
| 5Y | +98.9% | -38.9% | +137.8% | +101.6% |
| 10Y | +103.6% | +49.9% | +53.7% | +98.7% |
| All | +14,854.2% | +5,988.7% | +8,865.5% | +13,021.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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