+136.5%
MO vs DECK
+885.7%
-749.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.5% |
| 7D | +1.1% | +6.0% | -4.9% | +0.7% |
| 30D | +13.2% | +7.4% | +5.7% | +12.6% |
| 3M | +15.2% | -11.7% | +26.8% | +16.0% |
| 6M | +9.9% | -11.0% | +20.9% | +10.5% |
| YTD | +41.1% | -15.4% | +56.4% | +41.9% |
| 1Y | +44.9% | +7.2% | +37.7% | +43.5% |
| 3Y | +138.2% | -11.8% | +150.1% | +130.8% |
| 5Y | +152.0% | +24.3% | +127.7% | +132.8% |
| All | +136.5% | +885.7% | -749.2% | +94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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