+16,738.5%
MO vs COO
+5,462.0%
+11,276.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -0.8% | +4.5% | -5.3% | -1.0% |
| 30D | +6.5% | +16.9% | -10.4% | +5.7% |
| 3M | +18.3% | -16.7% | +35.0% | +19.2% |
| 6M | +15.6% | +5.9% | +9.6% | +15.1% |
| YTD | +38.8% | -22.4% | +61.2% | +40.1% |
| 1Y | +41.6% | -10.1% | +51.7% | +42.0% |
| 3Y | +138.2% | -22.8% | +161.0% | +139.5% |
| 5Y | +150.5% | -41.4% | +191.9% | +154.2% |
| 10Y | +146.1% | +41.3% | +104.8% | +140.7% |
| All | +16,738.5% | +5,462.0% | +11,276.5% | +14,721.2% |
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