+99.5%
MO vs NVD
-99.2%
+198.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | +3.6% | -9.3% | +12.9% | +4.0% |
| 3M | -3.7% | -22.1% | +18.4% | -2.8% |
| 6M | +4.5% | -45.8% | +50.3% | +6.8% |
| YTD | +21.5% | -46.7% | +68.2% | +24.0% |
| 1Y | +9.5% | -59.5% | +69.0% | +12.6% |
| 3Y | +93.6% | -99.2% | +192.7% | +94.4% |
| All | +99.5% | -99.2% | +198.7% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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