+94.4%
MO vs M
+120.4%
-26.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -1.1% |
| 7D | -2.0% | +2.4% | -4.4% | -2.0% |
| 30D | -0.3% | -11.6% | +11.4% | -0.4% |
| 3M | -2.9% | +1.6% | -4.6% | -2.9% |
| 6M | +5.8% | +25.2% | -19.4% | +6.1% |
| YTD | +22.0% | +3.8% | +18.3% | +22.3% |
| 1Y | +10.7% | +36.3% | -25.7% | +11.1% |
| 3Y | +94.4% | +116.3% | -22.0% | +89.1% |
| All | +94.4% | +120.4% | -26.1% | +89.1% |
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