+14,854.2%
MO vs D
+2,347.4%
+12,506.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +0.3% | +1.5% | -1.1% | -0.2% |
| 30D | +0.6% | -2.6% | +3.2% | +1.6% |
| 3M | -1.0% | 0.0% | -1.0% | -1.0% |
| 6M | +4.3% | +7.4% | -3.0% | +1.4% |
| YTD | +23.3% | +15.9% | +7.4% | +16.4% |
| 1Y | +10.5% | +18.1% | -7.7% | +3.3% |
| 3Y | +96.3% | +58.4% | +37.9% | +61.5% |
| 5Y | +98.9% | +5.2% | +93.7% | +88.9% |
| 10Y | +103.6% | +35.9% | +67.7% | +70.3% |
| All | +14,854.2% | +2,347.4% | +12,506.8% | +3,391.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling