+97.2%
MO vs P
+283.1%
-185.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.0% |
| 7D | -2.0% | +7.8% | -9.9% | -1.7% |
| 30D | -0.3% | +12.3% | -12.6% | +0.4% |
| 3M | -2.9% | +37.1% | -40.0% | -1.2% |
| 6M | +5.8% | +66.1% | -60.3% | +8.3% |
| YTD | +22.0% | +50.9% | -28.9% | +24.7% |
| 1Y | +10.7% | +27.2% | -16.5% | +12.9% |
| 3Y | +94.4% | +158.7% | -64.3% | +96.9% |
| 5Y | +97.2% | +291.1% | -193.9% | +94.6% |
| All | +97.2% | +283.1% | -185.9% | +94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling