+138.3%
GOOGL vs MO
+99.2%
+39.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -2.8% | -1.0% | -1.8% | -2.8% |
| 30D | -3.2% | +5.8% | -9.0% | -3.3% |
| 3M | -6.6% | -4.5% | -2.1% | -6.6% |
| 6M | +8.5% | +5.7% | +2.7% | +8.4% |
| YTD | +6.5% | +23.1% | -16.6% | +6.2% |
| 1Y | +39.4% | +10.9% | +28.5% | +39.5% |
| 3Y | +146.2% | +96.1% | +50.1% | +129.0% |
| 5Y | +138.3% | +100.1% | +38.3% | +120.9% |
| All | +138.3% | +99.2% | +39.1% | +120.9% |
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