+17,245.8%
MO vs ECL
+14,456.0%
+2,789.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +3.3% | +2.9% | +0.5% | +2.4% |
| 30D | +7.5% | +7.5% | 0.0% | +5.2% |
| 3M | +22.8% | +12.2% | +10.5% | +18.5% |
| 6M | +13.4% | +24.6% | -11.2% | +5.9% |
| YTD | +43.0% | +18.8% | +24.2% | +35.1% |
| 1Y | +45.2% | +19.3% | +25.9% | +36.9% |
| 3Y | +145.5% | +78.2% | +67.3% | +102.1% |
| 5Y | +157.1% | +38.8% | +118.3% | +123.9% |
| 10Y | +153.3% | +197.8% | -44.5% | +71.3% |
| All | +17,245.8% | +14,456.0% | +2,789.8% | +4,087.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling