+110.9%
MO vs DG
+101.8%
+9.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.1% | -6.5% | +6.6% | +1.0% |
| 30D | +7.1% | +4.2% | +3.0% | +6.5% |
| 3M | -2.0% | +9.5% | -11.5% | -3.2% |
| 6M | +7.3% | -13.1% | +20.4% | +8.9% |
| YTD | +23.5% | -4.8% | +28.3% | +23.8% |
| 1Y | +11.0% | +20.6% | -9.6% | +7.5% |
| 3Y | +95.0% | +4.9% | +90.1% | +87.4% |
| 5Y | +100.6% | -37.9% | +138.5% | +108.9% |
| All | +110.9% | +101.8% | +9.1% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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