+141.7%
MO vs DOCN
+108.0%
+33.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.2% | +5.1% | +0.8% |
| 7D | +3.3% | +19.1% | -15.8% | +3.9% |
| 30D | +7.5% | -21.0% | +28.6% | +7.0% |
| 3M | +22.8% | -34.7% | +57.5% | +21.8% |
| 6M | +13.4% | -45.8% | +59.1% | +12.5% |
| YTD | +43.0% | +79.4% | -36.4% | +43.4% |
| 1Y | +45.2% | +91.0% | -45.8% | +45.7% |
| 3Y | +145.5% | +237.5% | -91.9% | +146.0% |
| 5Y | +157.1% | -30.4% | +187.5% | +151.6% |
| All | +141.7% | +108.0% | +33.7% | +142.6% |
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