+897.1%
MO vs PM
+752.6%
+144.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | +0.2% |
| 7D | +0.3% | -4.9% | +5.2% | +3.2% |
| 30D | +0.6% | -3.4% | +4.0% | +2.7% |
| 3M | -1.0% | +5.2% | -6.2% | -3.7% |
| 6M | +4.3% | +3.7% | +0.6% | +1.5% |
| YTD | +23.3% | +15.8% | +7.5% | +12.6% |
| 1Y | +10.5% | +17.4% | -6.9% | -0.2% |
| 3Y | +96.3% | +116.9% | -20.7% | +21.0% |
| 5Y | +98.9% | +117.3% | -18.4% | +21.2% |
| 10Y | +103.6% | +193.8% | -90.2% | +0.2% |
| All | +897.1% | +752.6% | +144.5% | +165.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling