+111.2%
MO vs P
+694.3%
-583.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.3% |
| 7D | -2.4% | +5.0% | -7.4% | -2.5% |
| 30D | +3.6% | -0.9% | +4.5% | +3.5% |
| 3M | -3.7% | +38.7% | -42.4% | -4.9% |
| 6M | +4.5% | +54.4% | -49.9% | +2.5% |
| YTD | +21.5% | +44.8% | -23.3% | +19.2% |
| 1Y | +9.5% | +22.5% | -13.0% | +7.8% |
| 3Y | +93.6% | +148.2% | -54.7% | +77.2% |
| 5Y | +97.5% | +268.9% | -171.4% | +71.0% |
| 10Y | +111.2% | +696.9% | -585.7% | +62.8% |
| All | +111.2% | +694.3% | -583.1% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling