+146.1%
MO vs PLUG
+9.2%
+136.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -9.0% | +9.7% | +0.8% |
| 7D | -0.8% | -3.2% | +2.4% | -0.7% |
| 30D | +6.5% | -18.7% | +25.3% | +6.8% |
| 3M | +18.3% | -35.3% | +53.6% | +19.1% |
| 6M | +15.6% | -56.2% | +71.8% | +17.0% |
| YTD | +38.8% | -30.7% | +69.5% | +38.7% |
| 1Y | +41.6% | -46.7% | +88.3% | +42.2% |
| 3Y | +138.2% | -61.3% | +199.6% | +134.7% |
| 5Y | +150.5% | -96.6% | +247.1% | +163.2% |
| 10Y | +146.1% | +1.1% | +145.0% | +114.0% |
| All | +146.1% | +9.2% | +136.9% | +114.0% |
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