+4.3%
MO vs DECK
-21.9%
+26.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.4% | -0.9% |
| 7D | +0.3% | -2.2% | +2.6% | +0.4% |
| 30D | +0.6% | -13.6% | +14.2% | +1.2% |
| 3M | -1.0% | -21.2% | +20.3% | -0.9% |
| 6M | +4.3% | -21.1% | +25.4% | +4.4% |
| All | +4.3% | -21.9% | +26.2% | +4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling