+99.6%
MO vs GD
+97.9%
+1.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.3% | -5.3% | +5.6% | +1.6% |
| 30D | +0.6% | -6.4% | +7.1% | +2.2% |
| 3M | -1.0% | +5.7% | -6.7% | -2.4% |
| 6M | +4.3% | -0.9% | +5.3% | +4.4% |
| YTD | +23.3% | +8.2% | +15.1% | +20.3% |
| 1Y | +10.5% | +13.4% | -3.0% | +6.2% |
| 3Y | +96.3% | +68.5% | +27.8% | +61.4% |
| All | +99.6% | +97.9% | +1.7% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling