+8,240.6%
MO vs LIN
+9,840.7%
-1,600.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -2.1% | +2.5% | +0.8% |
| 30D | +0.6% | -2.4% | +3.1% | +1.2% |
| 3M | -1.0% | -5.6% | +4.6% | +0.2% |
| 6M | +4.3% | -3.4% | +7.7% | +5.0% |
| YTD | +23.3% | +13.1% | +10.2% | +19.6% |
| 1Y | +10.5% | +2.5% | +8.0% | +9.5% |
| 3Y | +96.3% | +27.6% | +68.7% | +83.6% |
| 5Y | +98.9% | +63.0% | +35.8% | +73.6% |
| 10Y | +103.6% | +359.3% | -255.7% | +39.5% |
| All | +8,240.6% | +9,840.7% | -1,600.1% | +3,414.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling