+110.9%
MO vs DGX
+255.3%
-144.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.3% |
| 30D | +7.1% | -1.2% | +8.3% | +7.4% |
| 3M | -2.0% | +15.8% | -17.7% | -5.5% |
| 6M | +7.3% | +18.2% | -10.9% | +2.8% |
| YTD | +23.5% | +37.2% | -13.7% | +14.0% |
| 1Y | +11.0% | +30.4% | -19.4% | +3.6% |
| 3Y | +95.0% | +96.7% | -1.7% | +63.5% |
| 5Y | +100.6% | +67.2% | +33.5% | +73.1% |
| All | +110.9% | +255.3% | -144.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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