+133.9%
MO vs DOCN
+74.7%
+59.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.4% | -1.8% |
| 7D | -2.4% | -19.2% | +16.7% | -3.0% |
| 30D | +9.7% | -43.1% | +52.8% | +8.2% |
| 3M | +14.1% | -40.7% | +54.9% | +12.8% |
| 6M | +11.9% | -55.0% | +66.8% | +10.4% |
| YTD | +38.4% | +50.6% | -12.2% | +38.0% |
| 1Y | +41.9% | +54.0% | -12.0% | +41.5% |
| 3Y | +134.5% | +203.9% | -69.4% | +133.7% |
| 5Y | +147.3% | -29.4% | +176.6% | +141.1% |
| All | +133.9% | +74.7% | +59.3% | +133.6% |
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