+153.1%
MO vs DOC
-20.4%
+173.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -0.8% | +1.0% | -1.8% | -1.0% |
| 30D | +8.0% | +8.1% | -0.1% | +6.4% |
| 3M | +20.9% | +0.9% | +20.0% | +20.6% |
| 6M | +16.3% | +6.3% | +10.0% | +15.1% |
| YTD | +40.7% | +33.8% | +6.9% | +32.9% |
| 1Y | +41.5% | +21.6% | +19.8% | +36.3% |
| 3Y | +141.5% | +53.4% | +88.1% | +117.8% |
| 5Y | +153.1% | -21.0% | +174.1% | +176.7% |
| All | +153.1% | -20.4% | +173.4% | +176.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling