+9.5%
MO vs P
+22.0%
-12.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | -0.8% |
| 7D | -2.4% | +5.0% | -7.4% | -1.9% |
| 30D | +3.6% | -0.9% | +4.5% | +3.8% |
| 3M | -3.7% | +38.7% | -42.4% | +0.5% |
| 6M | +4.5% | +54.4% | -49.9% | +9.9% |
| YTD | +21.5% | +44.8% | -23.3% | +27.5% |
| 1Y | +9.5% | +22.5% | -13.0% | +17.9% |
| All | +9.5% | +22.0% | -12.5% | +17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling