+149.3%
MO vs D
+47.5%
+101.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.8% | +1.5% |
| 7D | -0.8% | -2.4% | +1.6% | +0.1% |
| 30D | +8.0% | +9.0% | -1.0% | +4.6% |
| 3M | +20.9% | +1.0% | +20.0% | +20.4% |
| 6M | +16.3% | +11.0% | +5.3% | +11.6% |
| YTD | +40.7% | +19.8% | +20.9% | +31.3% |
| 1Y | +41.5% | +16.0% | +25.5% | +33.4% |
| 3Y | +141.5% | +74.4% | +67.2% | +93.0% |
| 5Y | +153.1% | +13.5% | +139.5% | +136.7% |
| 10Y | +149.3% | +48.4% | +100.9% | +102.1% |
| All | +149.3% | +47.5% | +101.8% | +102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling