+1,519.9%
MO vs ICE
+2,600.8%
-1,080.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.9% |
| 7D | +3.3% | +3.6% | -0.3% | +2.7% |
| 30D | +7.5% | +15.1% | -7.6% | +5.2% |
| 3M | +22.8% | +15.4% | +7.4% | +20.0% |
| 6M | +13.4% | +16.1% | -2.8% | +10.5% |
| YTD | +43.0% | +11.4% | +31.6% | +39.9% |
| 1Y | +45.2% | +18.5% | +26.8% | +40.7% |
| 3Y | +145.5% | +70.5% | +75.0% | +123.7% |
| 5Y | +157.1% | +40.9% | +116.1% | +139.5% |
| 10Y | +153.3% | +260.6% | -107.2% | +103.7% |
| All | +1,519.9% | +2,600.8% | -1,080.9% | +928.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling