+145.8%
GOOG vs MO
+96.1%
+49.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.3% | +1.6% |
| 7D | 0.0% | +0.1% | -0.1% | +0.1% |
| 30D | -2.0% | +7.1% | -9.1% | -1.4% |
| 3M | -5.9% | -2.0% | -3.9% | -5.9% |
| 6M | +8.9% | +7.3% | +1.6% | +10.2% |
| YTD | +7.1% | +23.5% | -16.3% | +10.4% |
| 1Y | +39.7% | +11.0% | +28.7% | +42.4% |
| 3Y | +145.8% | +95.0% | +50.8% | +139.7% |
| All | +145.8% | +96.1% | +49.8% | +139.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling