+17,245.8%
MO vs MTB
+7,638.9%
+9,606.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +3.3% | +1.5% | +1.8% | +3.0% |
| 30D | +7.5% | +2.3% | +5.2% | +7.1% |
| 3M | +22.8% | -12.1% | +34.9% | +25.4% |
| 6M | +13.4% | +9.8% | +3.5% | +11.4% |
| YTD | +43.0% | +12.0% | +31.0% | +39.7% |
| 1Y | +45.2% | +22.0% | +23.2% | +39.7% |
| 3Y | +145.5% | +107.6% | +37.9% | +111.6% |
| 5Y | +157.1% | +61.9% | +95.2% | +127.9% |
| 10Y | +153.3% | +116.3% | +37.0% | +106.1% |
| All | +17,245.8% | +7,638.9% | +9,606.9% | +6,752.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling