+95.0%
MO vs DE
+74.6%
+20.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.4% |
| 30D | +7.1% | +9.0% | -1.9% | +6.0% |
| 3M | -2.0% | +19.1% | -21.1% | -4.0% |
| 6M | +7.3% | +14.4% | -7.1% | +5.4% |
| YTD | +23.5% | +45.9% | -22.5% | +17.5% |
| 1Y | +11.0% | +43.6% | -32.6% | +5.7% |
| 3Y | +95.0% | +75.9% | +19.1% | +79.3% |
| All | +95.0% | +74.6% | +20.4% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling