+95.0%
MO vs ELV
-2.5%
+97.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.5% | -3.9% | +1.2% |
| 7D | +0.1% | +2.8% | -2.6% | -0.1% |
| 30D | +7.1% | +4.9% | +2.2% | +6.7% |
| 3M | -2.0% | +4.9% | -6.9% | -2.5% |
| 6M | +7.3% | +45.1% | -37.8% | +3.6% |
| YTD | +23.5% | +20.7% | +2.8% | +20.9% |
| 1Y | +11.0% | +35.0% | -24.0% | +7.1% |
| 3Y | +95.0% | -2.4% | +97.4% | +89.9% |
| All | +95.0% | -2.5% | +97.5% | +89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling