+134.5%
MO vs GD
+54.3%
+80.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.2% | -1.8% |
| 7D | -2.4% | -5.0% | +2.5% | -1.9% |
| 30D | +9.7% | +8.9% | +0.8% | +8.9% |
| 3M | +14.1% | -8.0% | +22.2% | +14.9% |
| 6M | +11.9% | +2.9% | +9.0% | +11.5% |
| YTD | +38.4% | +7.1% | +31.3% | +37.4% |
| 1Y | +41.9% | +5.9% | +36.0% | +41.0% |
| 3Y | +134.5% | +53.9% | +80.6% | +125.1% |
| All | +134.5% | +54.3% | +80.2% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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