+100.1%
MO vs NDAQ
+48.4%
+51.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +1.5% |
| 7D | -1.0% | -6.8% | +5.8% | -0.6% |
| 30D | +5.8% | -3.2% | +8.9% | +6.0% |
| 3M | -4.5% | +6.5% | -11.0% | -4.9% |
| 6M | +5.7% | +5.7% | 0.0% | +5.4% |
| YTD | +23.1% | -4.6% | +27.7% | +23.6% |
| 1Y | +10.9% | -1.6% | +12.5% | +11.0% |
| 3Y | +96.1% | +86.4% | +9.7% | +81.7% |
| 5Y | +100.1% | +50.3% | +49.8% | +78.8% |
| All | +100.1% | +48.4% | +51.7% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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