+755.6%
GOOGL vs MO
+114.7%
+640.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | -1.4% | +7.1% | -8.5% | -2.7% |
| 3M | -5.3% | -2.0% | -3.4% | -5.2% |
| 6M | +9.8% | +7.3% | +2.5% | +7.9% |
| YTD | +8.4% | +23.5% | -15.1% | +3.4% |
| 1Y | +41.2% | +11.0% | +30.2% | +37.3% |
| 3Y | +149.6% | +95.0% | +54.6% | +108.9% |
| 5Y | +142.6% | +100.6% | +41.9% | +98.6% |
| All | +755.6% | +114.7% | +640.9% | +509.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling