+97.2%
MO vs CP
+34.0%
+63.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -2.0% | +2.4% | -4.4% | -2.4% |
| 30D | -0.3% | -0.5% | +0.3% | -0.2% |
| 3M | -2.9% | +1.4% | -4.4% | -3.2% |
| 6M | +5.8% | +10.3% | -4.5% | +4.2% |
| YTD | +22.0% | +24.3% | -2.3% | +18.0% |
| 1Y | +10.7% | +20.4% | -9.8% | +7.5% |
| 3Y | +94.4% | +21.8% | +72.6% | +85.4% |
| 5Y | +97.2% | +31.5% | +65.7% | +77.6% |
| All | +97.2% | +34.0% | +63.2% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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