+98.1%
NU vs MO
+96.1%
+2.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.6% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | +7.8% | +7.1% | +0.7% | +9.2% |
| 3M | +20.9% | -2.0% | +22.9% | +20.6% |
| 6M | +0.9% | +7.3% | -6.4% | +2.3% |
| YTD | -12.7% | +23.5% | -36.1% | -9.8% |
| 1Y | -6.4% | +11.0% | -17.4% | -4.4% |
| 3Y | +98.1% | +95.0% | +3.1% | +102.7% |
| All | +98.1% | +96.1% | +2.0% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling