+5,731.6%
MU vs MO
+114.7%
+5,617.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +7.0% | +7.1% | -0.1% | +6.0% |
| 3M | -2.1% | -2.0% | -0.1% | -2.8% |
| 6M | +133.1% | +7.3% | +125.8% | +124.2% |
| YTD | +241.9% | +23.5% | +218.4% | +215.8% |
| 1Y | +548.8% | +11.0% | +537.8% | +514.8% |
| 3Y | +1,308.2% | +95.0% | +1,213.2% | +970.6% |
| 5Y | +1,260.7% | +100.6% | +1,160.1% | +905.0% |
| All | +5,731.6% | +114.7% | +5,617.0% | +3,711.4% |
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