+4,782.6%
DELL vs MO
+102.1%
+4,680.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +8.7% | -2.4% | +11.1% | +9.1% |
| 30D | +16.9% | +3.6% | +13.3% | +16.2% |
| 3M | +40.4% | -3.7% | +44.1% | +40.0% |
| 6M | +267.1% | +4.5% | +262.6% | +256.7% |
| YTD | +329.1% | +21.5% | +307.6% | +300.2% |
| 1Y | +346.9% | +9.5% | +337.4% | +327.0% |
| 3Y | +696.6% | +93.6% | +603.1% | +520.3% |
| 5Y | +1,106.2% | +97.5% | +1,008.7% | +822.5% |
| 10Y | +4,177.7% | +111.2% | +4,066.6% | +2,785.3% |
| All | +4,782.6% | +102.1% | +4,680.5% | +3,263.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling