+134.6%
MO vs DOCN
+91.6%
+43.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -0.8% | -12.1% | +11.4% | -1.1% |
| 30D | +6.5% | -41.0% | +47.5% | +5.1% |
| 3M | +18.3% | -38.7% | +57.0% | +17.1% |
| 6M | +15.6% | -51.5% | +67.1% | +14.3% |
| YTD | +38.8% | +65.3% | -26.4% | +38.8% |
| 1Y | +41.6% | +53.9% | -12.3% | +41.6% |
| 3Y | +138.2% | +215.6% | -77.3% | +138.1% |
| 5Y | +150.5% | -26.2% | +176.6% | +144.8% |
| All | +134.6% | +91.6% | +43.0% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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