+148.5%
MO vs D
+14.9%
+133.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -1.8% | +0.8% | -2.5% | -2.0% |
| 30D | +5.8% | +10.7% | -4.9% | +2.6% |
| 3M | +12.7% | +2.3% | +10.4% | +11.8% |
| 6M | +14.8% | +12.5% | +2.3% | +10.6% |
| YTD | +37.8% | +20.1% | +17.8% | +30.4% |
| 1Y | +39.5% | +15.6% | +23.9% | +33.3% |
| 3Y | +136.1% | +75.2% | +60.9% | +99.6% |
| 5Y | +148.5% | +14.6% | +133.9% | +146.9% |
| All | +148.5% | +14.9% | +133.6% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling