+148.0%
MO vs MP
-5.6%
+153.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.8% | -1.9% |
| 7D | -2.4% | -10.5% | +8.1% | -2.3% |
| 30D | +9.7% | -23.5% | +33.3% | +10.0% |
| 3M | +14.1% | -25.4% | +39.6% | +14.4% |
| 6M | +11.9% | -51.3% | +63.1% | +13.1% |
| YTD | +38.4% | -29.9% | +68.3% | +38.1% |
| 1Y | +41.9% | -31.8% | +73.7% | +41.5% |
| 3Y | +134.5% | +127.0% | +7.5% | +115.3% |
| All | +148.0% | -5.6% | +153.6% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 5y: compounded portfolio wealth divided by compounded MP 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…
5y analysis · Full analysis span regression · 6 months rolling