+97.5%
MO vs EXE
+98.8%
-1.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | -2.4% | -2.7% | +0.3% | -2.2% |
| 30D | +3.6% | -0.4% | +4.0% | +3.6% |
| 3M | -3.7% | +9.5% | -13.2% | -4.6% |
| 6M | +4.5% | -9.3% | +13.9% | +5.3% |
| YTD | +21.5% | -10.9% | +32.4% | +22.5% |
| 1Y | +9.5% | +4.3% | +5.2% | +8.6% |
| 3Y | +93.6% | +18.8% | +74.8% | +87.8% |
| All | +97.5% | +98.8% | -1.4% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling