+14,700.0%
MO vs OMC
+5,896.1%
+8,803.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.7% |
| 7D | -2.0% | -5.8% | +3.7% | -0.9% |
| 30D | -0.3% | -4.8% | +4.6% | +0.7% |
| 3M | -2.9% | +9.2% | -12.2% | -4.8% |
| 6M | +5.8% | -2.5% | +8.3% | +5.9% |
| YTD | +22.0% | +2.6% | +19.4% | +20.2% |
| 1Y | +10.7% | +5.9% | +4.7% | +8.1% |
| 3Y | +94.4% | +14.2% | +80.2% | +84.6% |
| 5Y | +97.2% | +33.2% | +63.9% | +79.0% |
| 10Y | +103.0% | +33.4% | +69.6% | +79.7% |
| All | +14,700.0% | +5,896.1% | +8,803.9% | +7,011.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling