+138.2%
MO vs LIN
+38.5%
+99.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -0.8% | +2.0% | -2.8% | -1.2% |
| 30D | +6.5% | +7.9% | -1.4% | +4.9% |
| 3M | +18.3% | +6.3% | +12.0% | +16.8% |
| 6M | +15.6% | +6.5% | +9.1% | +13.9% |
| YTD | +38.8% | +23.6% | +15.2% | +33.5% |
| 1Y | +41.6% | +25.7% | +15.9% | +35.8% |
| 3Y | +138.2% | +35.6% | +102.6% | +122.8% |
| All | +138.2% | +38.5% | +99.8% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 3y: compounded portfolio wealth divided by compounded LIN 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…
3y analysis · Full analysis span regression · 6 months rolling