+148.0%
MO vs PLD
-0.1%
+148.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.6% | -1.7% |
| 7D | -2.4% | -0.8% | -1.7% | -2.3% |
| 30D | +9.7% | -0.3% | +10.0% | +9.7% |
| 3M | +14.1% | -8.0% | +22.2% | +15.5% |
| 6M | +11.9% | -9.8% | +21.7% | +13.4% |
| YTD | +38.4% | +1.8% | +36.6% | +37.8% |
| 1Y | +41.9% | +5.6% | +36.3% | +40.5% |
| 3Y | +134.5% | +33.3% | +101.2% | +120.9% |
| All | +148.0% | -0.1% | +148.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling