+54,149.7%
DHR vs MO
+15,083.2%
+39,066.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.4% | -2.4% | 0.0% | -1.9% |
| 30D | -2.2% | +3.6% | -5.7% | -2.9% |
| 3M | +9.0% | -3.7% | +12.7% | +9.5% |
| 6M | +3.5% | +4.5% | -1.0% | +2.1% |
| YTD | -10.1% | +21.5% | -31.6% | -14.1% |
| 1Y | +6.2% | +9.5% | -3.3% | +3.5% |
| 3Y | -5.4% | +93.6% | -98.9% | -18.4% |
| 5Y | -27.9% | +97.5% | -125.4% | -38.5% |
| 10Y | +215.7% | +111.2% | +104.6% | +158.8% |
| All | +54,149.7% | +15,083.2% | +39,066.5% | +16,958.0% |
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