+133.0%
MO vs DOCN
+88.7%
+44.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.0% | -8.4% | -0.2% |
| 7D | -1.8% | -12.8% | +11.0% | -2.1% |
| 30D | +5.8% | -41.9% | +47.7% | +4.4% |
| 3M | +12.7% | -36.9% | +49.6% | +11.6% |
| 6M | +14.8% | -52.2% | +67.0% | +13.5% |
| YTD | +37.8% | +62.7% | -24.9% | +37.8% |
| 1Y | +39.5% | +58.2% | -18.8% | +39.4% |
| 3Y | +136.1% | +219.5% | -83.4% | +135.8% |
| 5Y | +148.5% | -32.9% | +181.4% | +142.6% |
| All | +133.0% | +88.7% | +44.3% | +133.2% |
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