+6,425.2%
MO vs EXEL
+273.2%
+6,152.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +8.4% | -8.0% | 0.0% |
| 30D | +0.6% | +4.1% | -3.4% | +0.4% |
| 3M | -1.0% | +12.4% | -13.4% | -1.6% |
| 6M | +4.3% | +41.5% | -37.2% | +2.5% |
| YTD | +23.3% | +34.6% | -11.4% | +21.3% |
| 1Y | +10.5% | +57.9% | -47.4% | +7.7% |
| 3Y | +96.3% | +159.5% | -63.2% | +85.7% |
| 5Y | +98.9% | +198.5% | -99.6% | +86.0% |
| 10Y | +103.6% | +411.4% | -307.8% | +81.0% |
| All | +6,425.2% | +273.2% | +6,152.0% | +4,683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling