+145.5%
MO vs PL
+536.4%
-390.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +0.9% |
| 7D | +3.3% | +10.0% | -6.7% | +3.5% |
| 30D | +7.5% | -2.3% | +9.8% | +7.6% |
| 3M | +22.8% | -44.2% | +67.0% | +22.2% |
| 6M | +13.4% | -66.1% | +79.5% | +12.8% |
| YTD | +43.0% | -30.0% | +73.0% | +42.1% |
| 1Y | +45.2% | +21.0% | +24.2% | +44.1% |
| 3Y | +145.5% | +516.5% | -371.0% | +133.5% |
| All | +145.5% | +536.4% | -390.9% | +133.5% |
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