+100.1%
MO vs MTB
+101.1%
-1.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | +5.8% | -4.6% | +10.4% | +6.5% |
| 3M | -4.5% | +7.4% | -12.0% | -5.5% |
| 6M | +5.7% | +18.7% | -12.9% | +3.1% |
| YTD | +23.1% | +21.1% | +2.0% | +19.4% |
| 1Y | +10.9% | +24.1% | -13.2% | +7.1% |
| 3Y | +96.1% | +115.3% | -19.2% | +67.7% |
| 5Y | +100.1% | +106.0% | -5.9% | +62.4% |
| All | +100.1% | +101.1% | -1.0% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling