+134.5%
MO vs PLD
+31.5%
+103.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | -2.4% | -0.8% | -1.7% | -2.4% |
| 30D | +9.7% | -0.3% | +10.0% | +9.7% |
| 3M | +14.1% | -8.0% | +22.2% | +15.1% |
| 6M | +11.9% | -9.8% | +21.7% | +13.0% |
| YTD | +38.4% | +1.8% | +36.6% | +38.2% |
| 1Y | +41.9% | +5.6% | +36.3% | +41.1% |
| 3Y | +134.5% | +33.3% | +101.2% | +127.2% |
| All | +134.5% | +31.5% | +103.0% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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