+17,245.8%
MO vs DD
+1,141.0%
+16,104.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +3.3% | +5.0% | -1.6% | +2.3% |
| 30D | +7.5% | +19.7% | -12.2% | +3.7% |
| 3M | +22.8% | +7.2% | +15.6% | +20.8% |
| 6M | +13.4% | +1.0% | +12.3% | +12.5% |
| YTD | +43.0% | +29.1% | +13.9% | +34.5% |
| 1Y | +45.2% | +28.5% | +16.8% | +36.7% |
| 3Y | +145.5% | +89.4% | +56.1% | +109.0% |
| 5Y | +157.1% | +67.1% | +89.9% | +121.2% |
| 10Y | +153.3% | +97.5% | +55.8% | +101.8% |
| All | +17,245.8% | +1,141.0% | +16,104.8% | +8,292.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling