+145.5%
MO vs PLUG
-66.9%
+212.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -10.5% | +11.4% | +0.7% |
| 7D | +3.3% | -23.4% | +26.8% | +2.8% |
| 30D | +7.5% | -23.4% | +31.0% | +7.1% |
| 3M | +22.8% | -51.7% | +74.5% | +21.3% |
| 6M | +13.4% | -72.0% | +85.3% | +11.6% |
| YTD | +43.0% | -43.7% | +86.6% | +41.8% |
| 1Y | +45.2% | -55.4% | +100.7% | +43.8% |
| 3Y | +145.5% | -68.0% | +213.6% | +147.1% |
| All | +145.5% | -66.9% | +212.4% | +147.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling