-28.0%
DHR vs MO
+99.8%
-127.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +10.9% | -2.0% | +12.9% | +11.2% |
| 6M | +3.0% | +7.3% | -4.3% | +1.7% |
| YTD | -12.2% | +23.5% | -35.7% | -15.3% |
| 1Y | +3.3% | +11.0% | -7.7% | +1.3% |
| 3Y | -8.2% | +95.0% | -103.2% | -20.4% |
| All | -28.0% | +99.8% | -127.9% | -36.8% |
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