+14,639.2%
MO vs DE
+14,495.7%
+143.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -1.8% |
| 30D | +3.6% | +11.1% | -7.6% | +1.5% |
| 3M | -3.7% | +17.6% | -21.3% | -6.8% |
| 6M | +4.5% | +13.6% | -9.1% | +1.5% |
| YTD | +21.5% | +46.3% | -24.8% | +12.3% |
| 1Y | +9.5% | +44.2% | -34.6% | +1.3% |
| 3Y | +93.6% | +76.6% | +17.0% | +70.4% |
| 5Y | +97.5% | +98.2% | -0.7% | +67.5% |
| 10Y | +111.2% | +863.5% | -752.4% | +31.1% |
| All | +14,639.2% | +14,495.7% | +143.5% | +4,842.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling