+110.3%
MO vs EXEL
+386.3%
-276.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.4% |
| 7D | -1.0% | -2.9% | +1.9% | -0.9% |
| 30D | +5.8% | +11.9% | -6.1% | +5.1% |
| 3M | -4.5% | +9.2% | -13.8% | -5.0% |
| 6M | +5.7% | +39.1% | -33.4% | +3.7% |
| YTD | +23.1% | +31.0% | -7.9% | +21.1% |
| 1Y | +10.9% | +52.3% | -41.4% | +8.0% |
| 3Y | +96.1% | +159.7% | -63.6% | +83.7% |
| 5Y | +100.1% | +187.7% | -87.6% | +85.1% |
| All | +110.3% | +386.3% | -276.0% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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