+110.9%
MO vs IDXX
+360.5%
-249.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | -5.7% | +5.9% | +0.7% |
| 30D | +7.1% | -11.5% | +18.7% | +8.4% |
| 3M | -2.0% | -9.5% | +7.6% | -1.1% |
| 6M | +7.3% | -16.0% | +23.3% | +8.8% |
| YTD | +23.5% | -25.4% | +48.9% | +26.5% |
| 1Y | +11.0% | -21.8% | +32.8% | +13.0% |
| 3Y | +95.0% | +7.0% | +88.0% | +88.7% |
| 5Y | +100.6% | -26.0% | +126.6% | +101.5% |
| All | +110.9% | +360.5% | -249.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling