+141.1%
MO vs XYZ
+615.2%
-474.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.9% |
| 7D | -2.0% | +2.9% | -4.9% | -2.1% |
| 30D | -0.3% | +1.4% | -1.7% | -0.4% |
| 3M | -2.9% | +14.6% | -17.5% | -3.6% |
| 6M | +5.8% | +20.8% | -15.0% | +4.7% |
| YTD | +22.0% | +23.1% | -1.1% | +20.4% |
| 1Y | +10.7% | +5.6% | +5.0% | +9.9% |
| 3Y | +94.4% | +50.9% | +43.5% | +85.9% |
| 5Y | +97.2% | -68.6% | +165.7% | +102.6% |
| 10Y | +103.0% | +580.0% | -477.0% | +66.6% |
| All | +141.1% | +615.2% | -474.1% | +102.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling