+2,637.7%
MO vs NDAQ
+2,327.9%
+309.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.3% | -2.4% | +2.8% | +0.7% |
| 30D | +0.6% | +2.5% | -1.8% | +0.3% |
| 3M | -1.0% | +9.9% | -10.9% | -2.4% |
| 6M | +4.3% | +9.4% | -5.1% | +2.8% |
| YTD | +23.3% | +0.4% | +22.9% | +22.6% |
| 1Y | +10.5% | +4.0% | +6.4% | +9.1% |
| 3Y | +96.3% | +94.4% | +1.9% | +76.2% |
| 5Y | +98.9% | +56.7% | +42.2% | +82.5% |
| 10Y | +103.6% | +375.3% | -271.7% | +59.8% |
| All | +2,637.7% | +2,327.9% | +309.8% | +1,781.3% |
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