+102.7%
MO vs DT
-27.6%
+130.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +7.1% | +3.0% | +4.1% | +7.2% |
| 3M | -2.0% | +26.5% | -28.5% | -1.8% |
| 6M | +7.3% | +35.9% | -28.6% | +7.5% |
| YTD | +23.5% | +17.8% | +5.6% | +23.9% |
| 1Y | +11.0% | +4.1% | +6.9% | +11.5% |
| 3Y | +95.0% | +5.3% | +89.7% | +95.1% |
| All | +102.7% | -27.6% | +130.3% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling