+892.8%
MO vs DG
+577.8%
+315.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.5% |
| 7D | -2.0% | -2.5% | +0.4% | -1.7% |
| 30D | -0.3% | +1.0% | -1.3% | -0.4% |
| 3M | -2.9% | +20.3% | -23.3% | -5.3% |
| 6M | +5.8% | -11.7% | +17.5% | +7.1% |
| YTD | +22.0% | -2.3% | +24.3% | +21.9% |
| 1Y | +10.7% | +20.0% | -9.3% | +7.2% |
| 3Y | +94.4% | +7.2% | +87.1% | +86.4% |
| 5Y | +97.2% | -37.9% | +135.1% | +103.6% |
| 10Y | +103.0% | +107.3% | -4.3% | +73.6% |
| All | +892.8% | +577.8% | +315.1% | +622.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling