+6,062.0%
MO vs PLUG
-99.1%
+6,161.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.4% | -9.3% | -2.0% |
| 7D | -2.4% | +5.8% | -8.3% | -2.6% |
| 30D | +9.7% | -18.5% | +28.3% | +10.1% |
| 3M | +14.1% | -30.0% | +44.1% | +14.8% |
| 6M | +11.9% | -56.2% | +68.1% | +13.3% |
| YTD | +38.4% | -26.4% | +64.8% | +38.3% |
| 1Y | +41.9% | -42.2% | +84.1% | +42.4% |
| 3Y | +134.5% | -76.8% | +211.3% | +133.9% |
| 5Y | +147.3% | -96.2% | +243.5% | +153.7% |
| 10Y | +135.2% | +2.1% | +133.1% | +116.5% |
| All | +6,062.0% | -99.1% | +6,161.1% | +4,627.8% |
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