+17,012.0%
MO vs DOC
+2,926.9%
+14,085.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | +1.1% | +6.2% | -5.1% | -0.1% |
| 30D | +13.2% | +6.5% | +6.7% | +11.8% |
| 3M | +15.2% | -6.2% | +21.4% | +16.5% |
| 6M | +9.9% | +25.6% | -15.7% | +4.8% |
| YTD | +41.1% | +32.1% | +9.0% | +32.9% |
| 1Y | +44.9% | +20.3% | +24.6% | +38.9% |
| 3Y | +138.2% | +42.7% | +95.5% | +119.0% |
| 5Y | +152.0% | -22.2% | +174.2% | +157.6% |
| 10Y | +139.7% | +16.5% | +123.2% | +122.4% |
| All | +17,012.0% | +2,926.9% | +14,085.1% | +7,005.1% |
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