+110.9%
MO vs VYM
+209.2%
-98.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.2% |
| 7D | +0.1% | -0.8% | +0.9% | +0.7% |
| 30D | +7.1% | -2.2% | +9.4% | +8.8% |
| 3M | -2.0% | +3.1% | -5.0% | -4.1% |
| 6M | +7.3% | +9.7% | -2.4% | +0.3% |
| YTD | +23.5% | +14.9% | +8.6% | +11.6% |
| 1Y | +11.0% | +17.6% | -6.6% | -1.5% |
| 3Y | +95.0% | +65.3% | +29.7% | +32.1% |
| 5Y | +100.6% | +78.7% | +21.9% | +26.6% |
| All | +110.9% | +209.2% | -98.3% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling