+132.0%
MO vs DOC
+15.7%
+116.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | -2.4% | +6.5% | -8.9% | -4.1% |
| 30D | +9.7% | +9.2% | +0.6% | +7.1% |
| 3M | +14.1% | -2.5% | +16.6% | +14.8% |
| 6M | +11.9% | +7.1% | +4.8% | +9.8% |
| YTD | +38.4% | +33.0% | +5.4% | +26.8% |
| 1Y | +41.9% | +23.3% | +18.6% | +32.8% |
| 3Y | +134.5% | +44.9% | +89.6% | +105.2% |
| 5Y | +147.3% | -21.6% | +168.9% | +159.0% |
| All | +132.0% | +15.7% | +116.3% | +103.8% |
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