+7,648.7%
MO vs M
+396.5%
+7,252.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.1% |
| 7D | +0.3% | +4.7% | -4.4% | -0.2% |
| 30D | +0.6% | -9.6% | +10.3% | +1.7% |
| 3M | -1.0% | +0.9% | -1.8% | -1.3% |
| 6M | +4.3% | +22.3% | -17.9% | +1.7% |
| YTD | +23.3% | +6.5% | +16.8% | +21.6% |
| 1Y | +10.5% | +38.8% | -28.3% | +5.6% |
| 3Y | +96.3% | +115.9% | -19.6% | +72.7% |
| 5Y | +98.9% | +28.6% | +70.3% | +78.2% |
| 10Y | +103.6% | -2.5% | +106.1% | +69.8% |
| All | +7,648.7% | +396.5% | +7,252.2% | +4,637.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling