+102.7%
MO vs OMC
+30.5%
+72.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.4% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +7.1% | -7.6% | +14.7% | +8.4% |
| 3M | -2.0% | +4.5% | -6.5% | -2.6% |
| 6M | +7.3% | -0.3% | +7.6% | +7.2% |
| YTD | +23.5% | -0.1% | +23.6% | +22.9% |
| 1Y | +11.0% | +4.6% | +6.4% | +9.4% |
| 3Y | +95.0% | +10.5% | +84.5% | +87.0% |
| All | +102.7% | +30.5% | +72.2% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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