+1,663.1%
DIS vs MO
+17,125.2%
-15,462.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +5.3% | -1.8% | +7.1% | +5.9% |
| 30D | +10.2% | +5.8% | +4.5% | +8.4% |
| 3M | +13.5% | +12.7% | +0.9% | +9.6% |
| 6M | +11.1% | +14.8% | -3.6% | +6.3% |
| YTD | +5.5% | +37.8% | -32.3% | -5.0% |
| 1Y | +9.1% | +39.5% | -30.3% | -2.1% |
| 3Y | +36.0% | +136.1% | -100.1% | +2.7% |
| 5Y | -29.8% | +148.5% | -178.4% | -48.3% |
| 10Y | +36.6% | +135.5% | -98.9% | -0.5% |
| All | +1,663.1% | +17,125.2% | -15,462.1% | +218.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling