+14,834.6%
MO vs DUK
+2,534.2%
+12,300.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | +5.8% | -2.2% | +8.0% | +6.6% |
| 3M | -4.5% | -3.7% | -0.8% | -3.2% |
| 6M | +5.7% | -6.3% | +12.1% | +8.2% |
| YTD | +23.1% | +4.5% | +18.6% | +21.5% |
| 1Y | +10.9% | +1.8% | +9.1% | +10.3% |
| 3Y | +96.1% | +46.8% | +49.3% | +72.5% |
| 5Y | +100.1% | +40.2% | +59.8% | +77.5% |
| 10Y | +114.0% | +129.8% | -15.8% | +61.2% |
| All | +14,834.6% | +2,534.2% | +12,300.4% | +3,938.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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