+64.1%
DIA vs MO
+99.8%
-35.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -2.0% | +7.1% | -9.2% | -3.1% |
| 3M | +3.6% | -2.0% | +5.6% | +3.6% |
| 6M | +11.5% | +7.3% | +4.2% | +9.4% |
| YTD | +10.4% | +23.5% | -13.1% | +5.0% |
| 1Y | +15.6% | +11.0% | +4.6% | +12.4% |
| 3Y | +58.9% | +95.0% | -36.1% | +31.9% |
| All | +64.1% | +99.8% | -35.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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