+22.7%
DIS vs MO
+114.1%
-91.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.2% | +1.1% |
| 7D | -1.3% | -1.0% | -0.2% | -0.9% |
| 30D | +2.2% | +5.8% | -3.6% | +0.3% |
| 3M | +8.1% | -4.5% | +12.7% | +9.5% |
| 6M | +5.2% | +5.7% | -0.5% | +2.4% |
| YTD | -6.3% | +23.1% | -29.4% | -14.0% |
| 1Y | -7.3% | +10.9% | -18.2% | -11.9% |
| 3Y | +33.8% | +96.1% | -62.4% | +0.2% |
| 5Y | -40.7% | +100.1% | -140.8% | -56.7% |
| All | +22.7% | +114.1% | -91.4% | -20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling