+17,245.8%
MO vs EXC
+2,500.5%
+14,745.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.5% |
| 7D | +3.3% | +1.4% | +1.9% | +2.9% |
| 30D | +7.5% | +8.6% | -1.0% | +5.1% |
| 3M | +22.8% | +2.4% | +20.4% | +21.9% |
| 6M | +13.4% | +6.5% | +6.9% | +11.4% |
| YTD | +43.0% | +9.0% | +33.9% | +39.4% |
| 1Y | +45.2% | +4.6% | +40.6% | +43.2% |
| 3Y | +145.5% | +33.5% | +112.0% | +124.9% |
| 5Y | +157.1% | +41.4% | +115.7% | +129.5% |
| 10Y | +153.3% | +204.3% | -51.0% | +80.2% |
| All | +17,245.8% | +2,500.5% | +14,745.3% | +5,997.8% |
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