+110.3%
MO vs PM
+217.1%
-106.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.1% |
| 7D | -1.0% | +1.9% | -2.9% | -2.1% |
| 30D | +5.8% | +1.9% | +3.9% | +4.6% |
| 3M | -4.5% | +4.6% | -9.1% | -6.9% |
| 6M | +5.7% | +11.7% | -5.9% | -1.2% |
| YTD | +23.1% | +20.4% | +2.8% | +10.0% |
| 1Y | +10.9% | +19.0% | -8.0% | -0.6% |
| 3Y | +96.1% | +130.4% | -34.2% | +15.3% |
| 5Y | +100.1% | +131.5% | -31.4% | +16.0% |
| All | +110.3% | +217.1% | -106.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 10y: compounded portfolio wealth divided by compounded PM 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…
10y analysis · Full analysis span regression · 6 months rolling