+144.3%
MO vs PL
+46.6%
+97.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.5% | -14.9% | -0.3% |
| 7D | -1.8% | +10.9% | -12.6% | -1.7% |
| 30D | +5.8% | -16.4% | +22.1% | +5.7% |
| 3M | +12.7% | -39.9% | +52.6% | +12.6% |
| 6M | +14.8% | -63.2% | +77.9% | +14.8% |
| YTD | +37.8% | -27.1% | +65.0% | +37.2% |
| 1Y | +39.5% | +12.2% | +27.3% | +38.4% |
| 3Y | +136.1% | +584.3% | -448.2% | +126.9% |
| 5Y | +148.5% | +37.0% | +111.5% | +141.0% |
| All | +144.3% | +46.6% | +97.6% | +145.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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