+95.0%
MO vs DTE
+43.4%
+51.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.8% |
| 7D | +0.1% | -2.6% | +2.7% | +1.3% |
| 30D | +7.1% | -4.4% | +11.5% | +9.2% |
| 3M | -2.0% | -8.3% | +6.4% | +1.9% |
| 6M | +7.3% | -8.1% | +15.4% | +11.3% |
| YTD | +23.5% | +4.4% | +19.0% | +21.9% |
| 1Y | +11.0% | +0.2% | +10.8% | +11.3% |
| 3Y | +95.0% | +42.6% | +52.4% | +75.9% |
| All | +95.0% | +43.4% | +51.6% | +75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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