+95.7%
QQQ vs MO
+99.8%
-4.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | -1.2% | +7.1% | -8.4% | -1.2% |
| 3M | -0.2% | -2.0% | +1.8% | -0.3% |
| 6M | +17.9% | +7.3% | +10.6% | +17.0% |
| YTD | +16.6% | +23.5% | -6.8% | +14.5% |
| 1Y | +23.0% | +11.0% | +12.0% | +21.7% |
| 3Y | +92.9% | +95.0% | -2.0% | +74.2% |
| All | +95.7% | +99.8% | -4.1% | +78.3% |
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