+152.6%
MO vs P
+485.4%
-332.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +0.3% | +6.5% | -6.2% | +0.2% |
| 30D | +0.6% | +18.8% | -18.2% | +0.1% |
| 3M | -1.0% | +26.7% | -27.7% | -1.8% |
| 6M | +4.3% | +62.2% | -57.8% | +2.2% |
| YTD | +23.3% | +48.5% | -25.2% | +21.0% |
| 1Y | +10.5% | +26.4% | -15.9% | +8.7% |
| 3Y | +96.3% | +159.4% | -63.2% | +80.5% |
| 5Y | +98.9% | +275.8% | -176.9% | +74.6% |
| 10Y | +103.6% | +732.0% | -628.4% | +63.3% |
| All | +152.6% | +485.4% | -332.8% | +104.5% |
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