+1,282.2%
MO vs ICE
+2,279.0%
-996.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.1% | -0.7% |
| 7D | -2.0% | -1.2% | -0.9% | -1.9% |
| 30D | -0.3% | +5.0% | -5.2% | -1.0% |
| 3M | -2.9% | +13.9% | -16.8% | -5.0% |
| 6M | +5.8% | -4.4% | +10.2% | +6.3% |
| YTD | +22.0% | -1.9% | +23.9% | +21.8% |
| 1Y | +10.7% | -8.1% | +18.8% | +11.6% |
| 3Y | +94.4% | +42.5% | +51.9% | +82.1% |
| 5Y | +97.2% | +40.6% | +56.5% | +83.7% |
| 10Y | +103.0% | +217.1% | -114.2% | +66.5% |
| All | +1,282.2% | +2,279.0% | -996.8% | +795.0% |
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