+110.9%
MO vs ELV
+280.2%
-169.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | +3.2% | -3.1% | -0.6% |
| 30D | +7.1% | +5.4% | +1.8% | +5.9% |
| 3M | -2.0% | +5.4% | -7.3% | -3.5% |
| 6M | +7.3% | +45.7% | -38.4% | -2.4% |
| YTD | +23.5% | +21.2% | +2.3% | +16.4% |
| 1Y | +11.0% | +35.6% | -24.6% | +1.5% |
| 3Y | +95.0% | -2.0% | +97.0% | +89.5% |
| 5Y | +100.6% | +26.0% | +74.6% | +77.3% |
| All | +110.9% | +280.2% | -169.4% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling