+134.5%
MO vs PL
+455.3%
-320.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.4% | -12.3% | -1.8% |
| 7D | -2.4% | -6.8% | +4.4% | -2.5% |
| 30D | +9.7% | -29.3% | +39.0% | +9.4% |
| 3M | +14.1% | -44.8% | +58.9% | +13.6% |
| 6M | +11.9% | -68.4% | +80.2% | +11.2% |
| YTD | +38.4% | -36.4% | +74.8% | +37.3% |
| 1Y | +41.9% | +0.7% | +41.2% | +40.6% |
| 3Y | +134.5% | +455.3% | -320.8% | +121.9% |
| All | +134.5% | +455.3% | -320.8% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling