+3,075.5%
MO vs NDAQ
+2,627.5%
+448.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.3% | +1.3% | +2.1% | +3.1% |
| 30D | +7.5% | +18.0% | -10.4% | +5.1% |
| 3M | +22.8% | +11.5% | +11.2% | +20.8% |
| 6M | +13.4% | +21.1% | -7.7% | +10.1% |
| YTD | +43.0% | +12.8% | +30.2% | +39.8% |
| 1Y | +45.2% | +25.7% | +19.5% | +39.8% |
| 3Y | +145.5% | +116.8% | +28.7% | +117.2% |
| 5Y | +157.1% | +67.3% | +89.8% | +133.9% |
| 10Y | +153.3% | +473.3% | -320.0% | +94.0% |
| All | +3,075.5% | +2,627.5% | +448.0% | +2,045.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling