+1,081.2%
MO vs VYM
+484.2%
+597.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.6% |
| 7D | -1.0% | -1.9% | +0.8% | +0.1% |
| 30D | +5.8% | -2.6% | +8.4% | +7.5% |
| 3M | -4.5% | +3.6% | -8.1% | -6.6% |
| 6M | +5.7% | +8.7% | -2.9% | +0.3% |
| YTD | +23.1% | +14.1% | +9.0% | +13.2% |
| 1Y | +10.9% | +17.8% | -6.9% | -0.1% |
| 3Y | +96.1% | +64.5% | +31.6% | +41.9% |
| 5Y | +100.1% | +77.5% | +22.6% | +37.3% |
| 10Y | +114.0% | +206.1% | -92.2% | +6.2% |
| All | +1,081.2% | +484.2% | +597.0% | +324.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling