+5,388.3%
MO vs PLUG
-98.6%
+5,486.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -0.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.3% |
| 30D | +0.6% | +3.3% | -2.7% | +0.5% |
| 3M | -1.0% | -39.7% | +38.7% | -0.1% |
| 6M | +4.3% | -12.5% | +16.8% | +4.3% |
| YTD | +23.3% | +10.2% | +13.1% | +22.3% |
| 1Y | +10.5% | +50.7% | -40.2% | +8.4% |
| 3Y | +96.3% | -74.5% | +170.8% | +95.6% |
| 5Y | +98.9% | -91.8% | +190.7% | +100.6% |
| 10Y | +103.6% | +43.7% | +59.9% | +86.2% |
| All | +5,388.3% | -98.6% | +5,486.9% | +4,081.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling