+45.2%
NU vs MO
+121.6%
-76.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -2.2% |
| 7D | -2.6% | -2.4% | -0.2% | -2.7% |
| 30D | +8.2% | +3.6% | +4.6% | +8.4% |
| 3M | +26.3% | -3.7% | +30.0% | +25.9% |
| 6M | +2.2% | +4.5% | -2.3% | +2.0% |
| YTD | -10.4% | +21.5% | -31.9% | -11.2% |
| 1Y | -3.0% | +9.5% | -12.5% | -3.3% |
| 3Y | +120.3% | +93.6% | +26.7% | +100.7% |
| All | +45.2% | +121.6% | -76.4% | +17.4% |
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 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