+136.1%
MO vs DOCS
+55.4%
+80.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.4% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | +5.8% | +7.8% | -2.0% | +5.8% |
| 3M | +12.7% | +20.0% | -7.3% | +12.9% |
| 6M | +14.8% | +26.5% | -11.8% | +15.1% |
| YTD | +37.8% | -25.8% | +63.6% | +37.7% |
| 1Y | +39.5% | -39.5% | +78.9% | +39.2% |
| 3Y | +136.1% | +60.3% | +75.7% | +131.6% |
| All | +136.1% | +55.4% | +80.6% | +131.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 3y: compounded portfolio wealth divided by compounded DOCS 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…
3y analysis · Full analysis span regression · 6 months rolling