+153.1%
MO vs CP
+25.9%
+127.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -0.8% | -0.7% | -0.1% | -0.7% |
| 30D | +8.0% | +9.6% | -1.6% | +6.5% |
| 3M | +20.9% | +2.2% | +18.7% | +20.4% |
| 6M | +16.3% | +11.1% | +5.2% | +14.4% |
| YTD | +40.7% | +28.2% | +12.5% | +35.4% |
| 1Y | +41.5% | +32.2% | +9.3% | +35.5% |
| 3Y | +141.5% | +35.5% | +106.0% | +125.1% |
| 5Y | +153.1% | +26.8% | +126.3% | +134.6% |
| All | +153.1% | +25.9% | +127.1% | +134.6% |
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