+14,700.0%
MO vs SYY
+4,446.6%
+10,253.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -0.3% | -5.3% | +5.0% | +1.3% |
| 3M | -2.9% | +5.1% | -8.0% | -4.4% |
| 6M | +5.8% | -5.0% | +10.8% | +6.6% |
| YTD | +22.0% | +10.7% | +11.3% | +17.3% |
| 1Y | +10.7% | +0.7% | +10.0% | +9.3% |
| 3Y | +94.4% | +24.0% | +70.3% | +79.1% |
| 5Y | +97.2% | +19.3% | +77.9% | +81.4% |
| 10Y | +103.0% | +96.4% | +6.6% | +51.6% |
| All | +14,700.0% | +4,446.6% | +10,253.4% | +3,843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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