+16,970.1%
MO vs EXC
+2,464.5%
+14,505.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | -0.8% | -1.4% | +0.6% | -0.4% |
| 30D | +8.0% | +8.3% | -0.3% | +5.6% |
| 3M | +20.9% | +2.6% | +18.3% | +20.0% |
| 6M | +16.3% | +5.2% | +11.1% | +14.7% |
| YTD | +40.7% | +7.5% | +33.2% | +37.8% |
| 1Y | +41.5% | +3.2% | +38.3% | +40.0% |
| 3Y | +141.5% | +29.5% | +112.0% | +123.1% |
| 5Y | +153.1% | +39.7% | +113.4% | +126.7% |
| 10Y | +149.3% | +200.1% | -50.8% | +78.0% |
| All | +16,970.1% | +2,464.5% | +14,505.6% | +5,924.6% |
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