+14,639.2%
MO vs UL
+2,587.5%
+12,051.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | +0.1% |
| 7D | -2.4% | -3.2% | +0.8% | -1.4% |
| 30D | +3.6% | -0.6% | +4.2% | +3.8% |
| 3M | -3.7% | +9.4% | -13.1% | -6.4% |
| 6M | +4.5% | -4.1% | +8.6% | +5.6% |
| YTD | +21.5% | -2.0% | +23.5% | +21.9% |
| 1Y | +9.5% | -9.0% | +18.5% | +12.2% |
| 3Y | +93.6% | +21.8% | +71.8% | +80.4% |
| 5Y | +97.5% | +20.6% | +76.9% | +81.9% |
| 10Y | +111.2% | +67.7% | +43.4% | +72.4% |
| All | +14,639.2% | +2,587.5% | +12,051.7% | +4,385.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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