+149.4%
MO vs PL
+46.3%
+103.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.4% |
| 7D | -0.8% | +13.4% | -14.2% | -0.7% |
| 30D | +8.0% | -10.2% | +18.1% | +8.0% |
| 3M | +20.9% | -39.5% | +60.4% | +20.8% |
| 6M | +16.3% | -65.7% | +82.0% | +16.4% |
| YTD | +40.7% | -27.3% | +68.0% | +40.0% |
| 1Y | +41.5% | +15.0% | +26.5% | +40.3% |
| 3Y | +141.5% | +560.8% | -419.3% | +132.2% |
| 5Y | +153.1% | +38.4% | +114.7% | +146.9% |
| All | +149.4% | +46.3% | +103.0% | +150.1% |
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