+8.3%
DIS vs MO
+45.9%
-37.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +4.0% |
| 7D | +9.1% | +6.9% | +2.2% | +8.1% |
| 30D | +14.8% | +14.9% | -0.1% | +13.0% |
| 3M | +21.2% | +16.4% | +4.7% | +18.9% |
| 6M | +18.3% | +9.6% | +8.7% | +16.6% |
| YTD | +5.4% | +41.8% | -36.5% | +1.3% |
| 1Y | +8.3% | +45.3% | -37.1% | +1.5% |
| All | +8.3% | +45.9% | -37.6% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling