+17,087.0%
MO vs COO
+5,341.2%
+11,745.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +0.5% |
| 30D | +8.9% | +13.9% | -5.0% | +8.2% |
| 3M | +23.0% | -18.9% | +41.9% | +24.0% |
| 6M | +15.0% | +3.7% | +11.2% | +14.6% |
| YTD | +41.7% | -24.1% | +65.8% | +43.2% |
| 1Y | +43.3% | -14.2% | +57.5% | +44.0% |
| 3Y | +143.2% | -24.5% | +167.6% | +144.7% |
| 5Y | +154.7% | -40.4% | +195.1% | +158.3% |
| 10Y | +151.0% | +40.5% | +110.5% | +145.6% |
| All | +17,087.0% | +5,341.2% | +11,745.7% | +15,042.7% |
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