+1,319.3%
MU vs MO
+98.0%
+1,221.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.9% |
| 7D | +7.2% | -2.0% | +9.2% | +6.5% |
| 30D | +14.0% | -0.3% | +14.2% | +14.2% |
| 3M | +5.4% | -2.9% | +8.3% | +5.2% |
| 6M | +170.3% | +5.8% | +164.5% | +171.9% |
| YTD | +250.7% | +22.0% | +228.7% | +255.6% |
| 1Y | +662.1% | +10.7% | +651.4% | +671.8% |
| 3Y | +1,341.2% | +94.4% | +1,246.8% | +1,250.5% |
| 5Y | +1,319.3% | +97.2% | +1,222.2% | +1,265.8% |
| All | +1,319.3% | +98.0% | +1,221.3% | +1,265.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling