+102.7%
MO vs VMC
+47.0%
+55.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +0.1% | -3.8% | +3.9% | +0.6% |
| 30D | +7.1% | -9.7% | +16.8% | +8.5% |
| 3M | -2.0% | -9.6% | +7.7% | -0.7% |
| 6M | +7.3% | -4.8% | +12.1% | +7.8% |
| YTD | +23.5% | -10.9% | +34.3% | +24.9% |
| 1Y | +11.0% | -15.6% | +26.6% | +13.0% |
| 3Y | +95.0% | +19.3% | +75.7% | +84.7% |
| All | +102.7% | +47.0% | +55.7% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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