+4,309.8%
MO vs DGX
+8,631.6%
-4,321.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.2% | +1.6% |
| 7D | -1.0% | -3.5% | +2.4% | -0.5% |
| 30D | +5.8% | -2.7% | +8.5% | +6.2% |
| 3M | -4.5% | +13.9% | -18.4% | -6.5% |
| 6M | +5.7% | +16.0% | -10.3% | +3.2% |
| YTD | +23.1% | +34.9% | -11.8% | +17.4% |
| 1Y | +10.9% | +30.6% | -19.7% | +6.2% |
| 3Y | +96.1% | +93.0% | +3.1% | +76.5% |
| 5Y | +100.1% | +64.4% | +35.7% | +83.2% |
| 10Y | +114.0% | +248.1% | -134.1% | +73.8% |
| All | +4,309.8% | +8,631.6% | -4,321.8% | +2,398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling