+719.8%
MU vs MO
+10.1%
+709.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +5.1% |
| 7D | +9.0% | +0.3% | +8.6% | +9.5% |
| 30D | +13.8% | +0.6% | +13.2% | +15.2% |
| 3M | +2.1% | -1.0% | +3.1% | +4.2% |
| 6M | +153.8% | +4.3% | +149.5% | +168.6% |
| YTD | +256.4% | +23.3% | +233.1% | +322.3% |
| 1Y | +719.8% | +10.5% | +709.3% | +794.9% |
| All | +719.8% | +10.1% | +709.7% | +794.9% |
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