+102.7%
MO vs DE
+97.2%
+5.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +7.1% | +9.0% | -1.9% | +5.6% |
| 3M | -2.0% | +19.1% | -21.1% | -4.9% |
| 6M | +7.3% | +14.4% | -7.1% | +4.6% |
| YTD | +23.5% | +45.9% | -22.5% | +15.0% |
| 1Y | +11.0% | +43.6% | -32.6% | +3.6% |
| 3Y | +95.0% | +75.9% | +19.1% | +72.9% |
| All | +102.7% | +97.2% | +5.5% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling