+106,206.6%
MU vs MO
+15,304.6%
+90,902.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.3% |
| 7D | +9.0% | +0.3% | +8.6% | +8.8% |
| 30D | +13.8% | +0.6% | +13.2% | +13.4% |
| 3M | +2.1% | -1.0% | +3.1% | +0.6% |
| 6M | +153.8% | +4.3% | +149.5% | +144.6% |
| YTD | +256.4% | +23.3% | +233.1% | +226.0% |
| 1Y | +719.8% | +10.5% | +709.3% | +670.6% |
| 3Y | +1,360.4% | +96.3% | +1,264.1% | +1,026.7% |
| 5Y | +1,312.4% | +98.9% | +1,213.5% | +972.6% |
| 10Y | +6,142.6% | +103.6% | +6,039.0% | +4,480.3% |
| All | +106,206.6% | +15,304.6% | +90,902.0% | +15,507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling