+14,854.2%
MO vs VMC
+3,246.6%
+11,607.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | -4.3% | +4.7% | +1.1% |
| 30D | +0.6% | -8.2% | +8.9% | +2.1% |
| 3M | -1.0% | -7.0% | +6.1% | +0.1% |
| 6M | +4.3% | -10.8% | +15.1% | +6.1% |
| YTD | +23.3% | -7.4% | +30.7% | +24.3% |
| 1Y | +10.5% | -9.5% | +19.9% | +11.7% |
| 3Y | +96.3% | +20.5% | +75.8% | +86.2% |
| 5Y | +98.9% | +51.6% | +47.3% | +78.7% |
| 10Y | +103.6% | +150.0% | -46.4% | +61.0% |
| All | +14,854.2% | +3,246.6% | +11,607.5% | +6,360.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling