+4,524.1%
MU vs MO
+152.5%
+4,371.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.7% |
| 7D | +21.6% | +0.4% | +21.2% | +21.6% |
| 30D | -16.2% | +8.9% | -25.1% | -17.1% |
| 3M | -12.4% | +23.0% | -35.3% | -14.7% |
| 6M | +4.2% | +15.0% | -10.8% | +0.7% |
| YTD | +180.0% | +41.7% | +138.3% | +154.2% |
| 1Y | +226.4% | +43.3% | +183.1% | +195.2% |
| 3Y | +969.7% | +143.2% | +826.6% | +673.0% |
| 5Y | +957.9% | +154.7% | +803.2% | +635.9% |
| All | +4,524.1% | +152.5% | +4,371.6% | +2,386.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling