-8.2%
DHR vs MO
+96.1%
-104.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -3.6% | +0.1% | -3.8% | -3.6% |
| 30D | -2.7% | +7.1% | -9.9% | -3.2% |
| 3M | +10.9% | -2.0% | +12.9% | +11.2% |
| 6M | +3.0% | +7.3% | -4.3% | +2.6% |
| YTD | -12.2% | +23.5% | -35.7% | -13.7% |
| 1Y | +3.3% | +11.0% | -7.7% | +2.6% |
| 3Y | -8.2% | +95.0% | -103.2% | -17.4% |
| All | -8.2% | +96.1% | -104.3% | -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 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