+103.0%
MO vs PLUG
+56.9%
+46.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.2% | -1.1% |
| 7D | -2.0% | +8.1% | -10.1% | -2.1% |
| 30D | -0.3% | +3.7% | -3.9% | -0.4% |
| 3M | -2.9% | -29.2% | +26.2% | -2.4% |
| 6M | +5.8% | +6.1% | -0.3% | +5.3% |
| YTD | +22.0% | +14.7% | +7.3% | +20.9% |
| 1Y | +10.7% | +56.9% | -46.3% | +8.3% |
| 3Y | +94.4% | -71.6% | +166.0% | +94.7% |
| 5Y | +97.2% | -91.0% | +188.2% | +101.0% |
| 10Y | +103.0% | +55.9% | +47.1% | +76.9% |
| All | +103.0% | +56.9% | +46.0% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling