+265.1%
MU vs MO
+45.9%
+219.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.4% | -8.4% | -5.1% |
| 7D | -19.1% | +6.9% | -26.0% | -11.2% |
| 30D | -25.2% | +14.9% | -40.2% | -9.0% |
| 3M | -10.9% | +16.4% | -27.3% | +11.3% |
| 6M | +38.0% | +9.6% | +28.4% | +69.2% |
| YTD | +178.8% | +41.8% | +137.0% | +324.8% |
| 1Y | +265.1% | +45.3% | +219.8% | +470.1% |
| All | +265.1% | +45.9% | +219.3% | +470.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 1y: compounded portfolio wealth divided by compounded MO 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…
1y analysis · Full analysis span regression · 6 months rolling