+132.0%
MO vs DECK
+874.1%
-742.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -2.4% | +5.8% | -8.2% | -2.8% |
| 30D | +9.7% | +7.9% | +1.8% | +9.2% |
| 3M | +14.1% | -11.4% | +25.6% | +14.9% |
| 6M | +11.9% | -16.6% | +28.4% | +12.9% |
| YTD | +38.4% | -16.4% | +54.8% | +39.4% |
| 1Y | +41.9% | +8.6% | +33.3% | +40.5% |
| 3Y | +134.5% | -15.1% | +149.6% | +128.0% |
| 5Y | +147.3% | +22.9% | +124.4% | +128.5% |
| All | +132.0% | +874.1% | -742.1% | +90.7% |
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