+183.6%
MO vs P
+469.1%
-285.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.0% |
| 7D | -2.4% | -23.8% | +21.4% | -2.0% |
| 30D | +9.7% | -36.6% | +46.3% | +10.6% |
| 3M | +14.1% | +10.9% | +3.3% | +13.4% |
| 6M | +11.9% | +30.0% | -18.1% | +10.3% |
| YTD | +38.4% | +44.4% | -6.0% | +35.5% |
| 1Y | +41.9% | +3.9% | +38.0% | +40.6% |
| 3Y | +134.5% | +176.6% | -42.1% | +113.8% |
| 5Y | +147.3% | +249.3% | -102.0% | +117.6% |
| 10Y | +135.2% | +726.9% | -591.7% | +88.4% |
| All | +183.6% | +469.1% | -285.5% | +129.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling