+138.4%
MO vs DOCN
+70.4%
+68.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.9% | +15.3% | -1.0% |
| 7D | +1.1% | -29.3% | +30.4% | +0.1% |
| 30D | +13.2% | -46.0% | +59.2% | +11.4% |
| 3M | +15.2% | -43.2% | +58.4% | +13.7% |
| 6M | +9.9% | -53.7% | +63.6% | +8.4% |
| YTD | +41.1% | +46.9% | -5.9% | +40.6% |
| 1Y | +44.9% | +54.3% | -9.4% | +44.4% |
| 3Y | +138.2% | +185.5% | -47.3% | +137.2% |
| 5Y | +152.0% | -31.1% | +183.1% | +145.6% |
| All | +138.4% | +70.4% | +68.1% | +137.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling