+1,564.8%
QQQ vs MO
+3,545.2%
-1,980.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +1.0% | -2.4% | +3.4% | +1.5% |
| 30D | -0.6% | +3.6% | -4.2% | -1.5% |
| 3M | +1.3% | -3.7% | +5.0% | +1.6% |
| 6M | +18.1% | +4.5% | +13.6% | +15.9% |
| YTD | +16.9% | +21.5% | -4.6% | +10.5% |
| 1Y | +24.0% | +9.5% | +14.5% | +19.8% |
| 3Y | +95.6% | +93.6% | +2.0% | +63.2% |
| 5Y | +94.5% | +97.5% | -3.0% | +59.9% |
| 10Y | +571.7% | +111.2% | +460.6% | +427.1% |
| All | +1,564.8% | +3,545.2% | -1,980.4% | +811.2% |
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