+1,671.0%
DIS vs MO
+17,484.2%
-15,813.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +10.3% | +8.0% | +2.3% | +7.8% |
| 3M | +15.6% | +20.9% | -5.3% | +9.3% |
| 6M | +15.1% | +16.3% | -1.2% | +9.7% |
| YTD | +6.0% | +40.7% | -34.7% | -5.2% |
| 1Y | +5.7% | +41.5% | -35.8% | -5.6% |
| 3Y | +39.8% | +141.5% | -101.7% | +4.9% |
| 5Y | -23.9% | +153.1% | -177.0% | -44.2% |
| 10Y | +32.9% | +149.3% | -116.4% | -4.7% |
| All | +1,671.0% | +17,484.2% | -15,813.3% | +217.5% |
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 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