+97.2%
MO vs D
+8.5%
+88.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -0.3% | -0.7% | +0.5% | -0.1% |
| 3M | -2.9% | +2.1% | -5.0% | -3.5% |
| 6M | +5.8% | +6.8% | -1.1% | +3.6% |
| YTD | +22.0% | +16.5% | +5.5% | +16.5% |
| 1Y | +10.7% | +19.2% | -8.5% | +4.8% |
| 3Y | +94.4% | +61.9% | +32.5% | +68.1% |
| 5Y | +97.2% | +6.5% | +90.6% | +103.6% |
| All | +97.2% | +8.5% | +88.6% | +103.6% |
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