+100.1%
MO vs ICE
+38.6%
+61.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | -1.0% | -5.3% | +4.3% | -0.2% |
| 30D | +5.8% | +3.0% | +2.8% | +5.3% |
| 3M | -4.5% | +11.4% | -16.0% | -6.1% |
| 6M | +5.7% | -2.0% | +7.8% | +5.9% |
| YTD | +23.1% | -3.1% | +26.2% | +23.0% |
| 1Y | +10.9% | -8.4% | +19.3% | +11.8% |
| 3Y | +96.1% | +40.7% | +55.4% | +82.4% |
| 5Y | +100.1% | +40.0% | +60.1% | +74.6% |
| All | +100.1% | +38.6% | +61.5% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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