+145.5%
MO vs MTB
+106.3%
+39.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +3.3% | +1.5% | +1.8% | +3.2% |
| 30D | +7.5% | +2.3% | +5.2% | +7.4% |
| 3M | +22.8% | -12.1% | +34.9% | +23.7% |
| 6M | +13.4% | +9.8% | +3.5% | +12.9% |
| YTD | +43.0% | +12.0% | +31.0% | +42.1% |
| 1Y | +45.2% | +22.0% | +23.2% | +43.4% |
| 3Y | +145.5% | +107.6% | +37.9% | +123.5% |
| All | +145.5% | +106.3% | +39.3% | +123.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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