+32,991.5%
GILD vs MO
+7,647.5%
+25,344.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.0% | -0.8% |
| 7D | -4.8% | +0.1% | -5.0% | -4.9% |
| 30D | +5.8% | +7.1% | -1.4% | +4.1% |
| 3M | +14.9% | -2.0% | +16.9% | +15.2% |
| 6M | -0.4% | +7.3% | -7.7% | -2.3% |
| YTD | +18.5% | +23.5% | -4.9% | +12.5% |
| 1Y | +25.1% | +11.0% | +14.1% | +21.4% |
| 3Y | +105.9% | +95.0% | +10.9% | +75.2% |
| 5Y | +143.0% | +100.6% | +42.4% | +104.1% |
| 10Y | +162.4% | +114.5% | +47.8% | +111.4% |
| All | +32,991.5% | +7,647.5% | +25,344.0% | +15,291.8% |
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