+3,110.4%
MO vs EBAY
+12,410.8%
-9,300.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EBAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.2% |
| 30D | +3.6% | -3.6% | +7.2% | +3.8% |
| 3M | -3.7% | -4.4% | +0.7% | -3.5% |
| 6M | +4.5% | +12.1% | -7.6% | +3.6% |
| YTD | +21.5% | +19.9% | +1.6% | +19.8% |
| 1Y | +9.5% | +13.4% | -3.9% | +8.3% |
| 3Y | +93.6% | +150.5% | -56.9% | +81.4% |
| 5Y | +97.5% | +54.8% | +42.7% | +89.3% |
| 10Y | +111.2% | +268.1% | -156.9% | +91.1% |
| All | +3,110.4% | +12,410.8% | -9,300.4% | +2,405.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EBAY.
Daily Out/Under-Performance
Portfolio return minus EBAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EBAY 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 EBAY 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