+203.8%
DHR vs MO
+114.7%
+89.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | +0.1% | -3.8% | -3.7% |
| 30D | -2.7% | +7.1% | -9.9% | -4.2% |
| 3M | +10.9% | -2.0% | +12.9% | +11.2% |
| 6M | +3.0% | +7.3% | -4.3% | +0.9% |
| YTD | -12.2% | +23.5% | -35.7% | -16.9% |
| 1Y | +3.3% | +11.0% | -7.7% | +0.1% |
| 3Y | -8.2% | +95.0% | -103.2% | -23.5% |
| 5Y | -29.9% | +100.6% | -130.5% | -42.6% |
| All | +203.8% | +114.7% | +89.1% | +129.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling