+1,145.9%
DELL vs MO
+99.8%
+1,046.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.0% |
| 7D | +8.2% | +0.1% | +8.1% | +8.3% |
| 30D | +17.1% | +7.1% | +9.9% | +18.7% |
| 3M | +45.2% | -2.0% | +47.1% | +45.0% |
| 6M | +286.8% | +7.3% | +279.5% | +285.5% |
| YTD | +354.8% | +23.5% | +331.3% | +349.3% |
| 1Y | +358.3% | +11.0% | +347.3% | +355.4% |
| 3Y | +724.9% | +95.0% | +629.9% | +618.2% |
| All | +1,145.9% | +99.8% | +1,046.1% | +976.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 5y: compounded portfolio wealth divided by compounded MO 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…
5y analysis · Full analysis span regression · 6 months rolling