+94.5%
MO vs EXE
+18.1%
+76.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.1% | +1.3% |
| 7D | -1.0% | -2.2% | +1.2% | -0.9% |
| 30D | +5.8% | -0.8% | +6.6% | +5.8% |
| 3M | -4.5% | +10.0% | -14.6% | -5.0% |
| 6M | +5.7% | -6.3% | +12.1% | +6.1% |
| YTD | +23.1% | -10.7% | +33.8% | +23.7% |
| 1Y | +10.9% | +2.7% | +8.2% | +10.7% |
| All | +94.5% | +18.1% | +76.3% | +92.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling