+112.2%
MO vs DBX
+19.3%
+92.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.7% | -0.6% |
| 7D | -2.4% | +0.3% | -2.7% | -2.4% |
| 30D | +3.6% | 0.0% | +3.6% | +3.5% |
| 3M | -3.7% | +26.1% | -29.8% | -5.3% |
| 6M | +4.5% | +29.4% | -24.9% | +2.4% |
| YTD | +21.5% | +24.4% | -2.9% | +19.3% |
| 1Y | +9.5% | +10.9% | -1.3% | +8.4% |
| 3Y | +93.6% | +24.1% | +69.5% | +87.7% |
| 5Y | +97.5% | +7.8% | +89.7% | +92.2% |
| All | +112.2% | +19.3% | +92.9% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 all: compounded portfolio wealth divided by compounded DBX 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…
all analysis · Full analysis span regression · 6 months rolling