+145.5%
MO vs DT
-11.4%
+156.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +3.3% | +3.1% | +0.2% | +3.4% |
| 30D | +7.5% | -29.5% | +37.1% | +5.9% |
| 3M | +22.8% | -11.7% | +34.5% | +22.1% |
| 6M | +13.4% | +29.0% | -15.6% | +14.9% |
| YTD | +43.0% | +3.4% | +39.6% | +44.4% |
| 1Y | +45.2% | -4.2% | +49.5% | +46.5% |
| 3Y | +145.5% | -12.8% | +158.4% | +147.0% |
| All | +145.5% | -11.4% | +156.9% | +147.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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