+155.7%
MO vs DOC
+20.6%
+135.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +3.3% | -1.4% | +4.7% | +3.7% |
| 30D | +7.5% | +7.2% | +0.3% | +5.5% |
| 3M | +22.8% | -2.5% | +25.3% | +23.4% |
| 6M | +13.4% | +5.3% | +8.0% | +11.7% |
| YTD | +43.0% | +31.2% | +11.8% | +31.5% |
| 1Y | +45.2% | +21.9% | +23.3% | +36.3% |
| 3Y | +145.5% | +53.9% | +91.6% | +110.9% |
| 5Y | +157.1% | -21.7% | +178.8% | +169.1% |
| All | +155.7% | +20.6% | +135.1% | +124.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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