+141.3%
MO vs EXE
+182.2%
-40.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.5% |
| 7D | +0.1% | -3.1% | +3.3% | +0.4% |
| 30D | +7.1% | -0.9% | +8.1% | +7.2% |
| 3M | -2.0% | +9.6% | -11.5% | -2.9% |
| 6M | +7.3% | -11.6% | +18.9% | +8.4% |
| YTD | +23.5% | -12.6% | +36.0% | +24.7% |
| 1Y | +11.0% | +1.2% | +9.8% | +10.3% |
| 3Y | +95.0% | +18.0% | +77.0% | +89.0% |
| 5Y | +100.6% | +101.1% | -0.5% | +81.8% |
| All | +141.3% | +182.2% | -40.9% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling