+153.1%
MO vs ECL
+39.3%
+113.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -0.8% | -2.3% | +1.5% | -0.4% |
| 30D | +8.0% | +8.3% | -0.3% | +6.4% |
| 3M | +20.9% | +8.4% | +12.5% | +19.0% |
| 6M | +16.3% | +23.3% | -7.0% | +12.0% |
| YTD | +40.7% | +18.2% | +22.5% | +36.3% |
| 1Y | +41.5% | +18.8% | +22.7% | +36.8% |
| 3Y | +141.5% | +78.5% | +63.0% | +115.5% |
| 5Y | +153.1% | +40.1% | +113.0% | +124.0% |
| All | +153.1% | +39.3% | +113.8% | +124.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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