+110.9%
MO vs XYZ
+610.4%
-499.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | -4.3% | +4.4% | +0.3% |
| 30D | +7.1% | +1.2% | +6.0% | +7.0% |
| 3M | -2.0% | +14.6% | -16.6% | -2.6% |
| 6M | +7.3% | +22.6% | -15.3% | +6.0% |
| YTD | +23.5% | +21.7% | +1.8% | +21.8% |
| 1Y | +11.0% | +6.7% | +4.3% | +10.1% |
| 3Y | +95.0% | +46.8% | +48.1% | +86.2% |
| 5Y | +100.6% | -68.0% | +168.7% | +106.9% |
| All | +110.9% | +610.4% | -499.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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