+118.5%
MO vs PL
+84.9%
+33.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | +0.3% | -9.3% | +9.6% | +0.3% |
| 30D | +0.6% | -18.9% | +19.6% | +0.6% |
| 3M | -1.0% | -58.4% | +57.4% | -0.9% |
| 6M | +4.3% | -30.3% | +34.7% | +4.1% |
| YTD | +23.3% | -8.1% | +31.4% | +22.7% |
| 1Y | +10.5% | +180.5% | -170.0% | +9.0% |
| 3Y | +96.3% | +444.1% | -347.9% | +89.2% |
| 5Y | +98.9% | +83.0% | +15.9% | +100.1% |
| All | +118.5% | +84.9% | +33.6% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling