+110.9%
MO vs DLR
+177.5%
-66.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | 0.0% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +7.1% | -4.3% | +11.4% | +7.9% |
| 3M | -2.0% | +3.8% | -5.8% | -3.0% |
| 6M | +7.3% | +5.8% | +1.5% | +5.7% |
| YTD | +23.5% | +23.5% | -0.1% | +18.0% |
| 1Y | +11.0% | +11.1% | -0.1% | +8.0% |
| 3Y | +95.0% | +57.9% | +37.1% | +71.7% |
| 5Y | +100.6% | +44.0% | +56.7% | +78.5% |
| All | +110.9% | +177.5% | -66.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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