+91.9%
MO vs EXEL
+164.8%
-72.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | +3.6% | +10.1% | -6.6% | +3.3% |
| 3M | -3.7% | +10.1% | -13.8% | -4.0% |
| 6M | +4.5% | +37.7% | -33.2% | +3.5% |
| YTD | +21.5% | +33.1% | -11.6% | +20.4% |
| 1Y | +9.5% | +52.4% | -42.9% | +7.8% |
| All | +91.9% | +164.8% | -72.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling