+46.4%
DRAM vs MO
+19.3%
+27.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -1.6% |
| 7D | -14.7% | -0.8% | -13.9% | -15.6% |
| 30D | -28.9% | +6.5% | -35.4% | -20.2% |
| 3M | -18.1% | +18.3% | -36.4% | +10.5% |
| 6M | -23.0% | +15.6% | -38.6% | -0.4% |
| All | +46.4% | +19.3% | +27.1% | +87.6% |
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