+102.6%
MO vs DECK
+718.3%
-615.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -1.0% |
| 7D | +0.3% | -2.2% | +2.6% | +0.5% |
| 30D | +0.6% | -13.6% | +14.2% | +1.6% |
| 3M | -1.0% | -21.2% | +20.3% | +0.4% |
| 6M | +4.3% | -21.1% | +25.4% | +5.7% |
| YTD | +23.3% | -17.2% | +40.5% | +24.3% |
| 1Y | +10.5% | -30.7% | +41.2% | +12.4% |
| 3Y | +96.3% | -3.4% | +99.6% | +88.1% |
| 5Y | +98.9% | +25.5% | +73.3% | +82.9% |
| All | +102.6% | +718.3% | -615.6% | +63.1% |
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