+13,193.3%
GOOGL vs MO
+2,135.7%
+11,057.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | -1.9% | -2.4% | +0.5% | -1.0% |
| 30D | -7.5% | +3.6% | -11.0% | -8.6% |
| 3M | -9.2% | -3.7% | -5.5% | -8.6% |
| 6M | +8.1% | +4.5% | +3.6% | +5.4% |
| YTD | +5.8% | +21.5% | -15.7% | -2.4% |
| 1Y | +38.3% | +9.5% | +28.8% | +31.6% |
| 3Y | +144.8% | +93.6% | +51.2% | +82.9% |
| 5Y | +132.5% | +97.5% | +35.0% | +68.5% |
| 10Y | +746.7% | +111.2% | +635.5% | +455.2% |
| All | +13,193.3% | +2,135.7% | +11,057.6% | +3,603.2% |
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