+97.5%
MO vs PM
+127.1%
-29.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -2.4% | -1.2% | -1.2% | -1.8% |
| 30D | +3.6% | -0.2% | +3.7% | +3.7% |
| 3M | -3.7% | +4.9% | -8.6% | -5.8% |
| 6M | +4.5% | +9.0% | -4.5% | 0.0% |
| YTD | +21.5% | +17.8% | +3.7% | +11.7% |
| 1Y | +9.5% | +16.8% | -7.3% | +0.9% |
| 3Y | +93.6% | +125.4% | -31.9% | +21.1% |
| 5Y | +97.5% | +128.7% | -31.2% | +24.1% |
| All | +97.5% | +127.1% | -29.6% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling