+1,894.0%
MO vs MKTX
+1,443.5%
+450.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -1.0% | -0.2% | -0.9% | -1.0% |
| 30D | +5.8% | +0.8% | +5.0% | +5.7% |
| 3M | -4.5% | +41.1% | -45.7% | -8.6% |
| 6M | +5.7% | -9.5% | +15.3% | +6.2% |
| YTD | +23.1% | -8.7% | +31.8% | +23.4% |
| 1Y | +10.9% | -10.0% | +20.9% | +11.2% |
| 3Y | +96.1% | -24.6% | +120.7% | +98.3% |
| 5Y | +100.1% | -60.3% | +160.4% | +114.3% |
| 10Y | +114.0% | +5.0% | +108.9% | +100.8% |
| All | +1,894.0% | +1,443.5% | +450.5% | +1,175.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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