+14,854.2%
MO vs DOC
+2,974.4%
+11,879.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.5% |
| 7D | +0.3% | -1.5% | +1.8% | +0.6% |
| 30D | +0.6% | -4.8% | +5.4% | +1.6% |
| 3M | -1.0% | +6.9% | -7.9% | -2.2% |
| 6M | +4.3% | +20.7% | -16.4% | +0.2% |
| YTD | +23.3% | +34.1% | -10.9% | +15.9% |
| 1Y | +10.5% | +22.6% | -12.2% | +5.5% |
| 3Y | +96.3% | +20.8% | +75.4% | +86.0% |
| 5Y | +98.9% | -24.9% | +123.7% | +104.7% |
| 10Y | +103.6% | -1.8% | +105.4% | +93.9% |
| All | +14,854.2% | +2,974.4% | +11,879.8% | +6,094.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling