+136.1%
MO vs M
+142.9%
-6.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.1% | -8.5% | -0.4% |
| 7D | -1.8% | +2.5% | -4.3% | -1.7% |
| 30D | +5.8% | +10.1% | -4.3% | +5.9% |
| 3M | +12.7% | -0.9% | +13.6% | +12.6% |
| 6M | +14.8% | +30.2% | -15.4% | +15.3% |
| YTD | +37.8% | +16.3% | +21.6% | +38.4% |
| 1Y | +39.5% | +27.0% | +12.5% | +40.1% |
| 3Y | +136.1% | +154.5% | -18.4% | +130.2% |
| All | +136.1% | +142.9% | -6.8% | +130.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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