+14,854.2%
MO vs EXC
+2,353.7%
+12,500.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.6% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +0.6% | -3.7% | +4.4% | +1.7% |
| 3M | -1.0% | -1.3% | +0.3% | -0.5% |
| 6M | +4.3% | -9.7% | +14.1% | +7.4% |
| YTD | +23.3% | +2.9% | +20.4% | +22.2% |
| 1Y | +10.5% | +4.4% | +6.1% | +9.0% |
| 3Y | +96.3% | +22.2% | +74.0% | +84.1% |
| 5Y | +98.9% | +46.7% | +52.2% | +75.7% |
| 10Y | +103.6% | +155.3% | -51.7% | +51.6% |
| All | +14,854.2% | +2,353.7% | +12,500.4% | +5,245.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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