+111.2%
MO vs D
+34.1%
+77.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | +3.6% | -2.1% | +5.7% | +4.3% |
| 3M | -3.7% | -0.7% | -3.0% | -3.5% |
| 6M | +4.5% | +5.6% | -1.1% | +2.2% |
| YTD | +21.5% | +14.6% | +6.9% | +15.3% |
| 1Y | +9.5% | +15.3% | -5.8% | +3.4% |
| 3Y | +93.6% | +59.1% | +34.4% | +59.3% |
| 5Y | +97.5% | +3.9% | +93.6% | +91.1% |
| 10Y | +111.2% | +38.5% | +72.7% | +75.3% |
| All | +111.2% | +34.1% | +77.1% | +75.3% |
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 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