+110.9%
MO vs DD
+66.6%
+44.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.9% |
| 30D | +7.1% | -11.7% | +18.8% | +9.9% |
| 3M | -2.0% | -9.2% | +7.3% | -0.1% |
| 6M | +7.3% | -7.2% | +14.5% | +8.2% |
| YTD | +23.5% | +6.6% | +16.8% | +20.2% |
| 1Y | +11.0% | +32.0% | -21.0% | +2.3% |
| 3Y | +95.0% | +42.1% | +52.9% | +71.8% |
| 5Y | +100.6% | +58.1% | +42.6% | +66.9% |
| All | +110.9% | +66.6% | +44.3% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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