+100.1%
MO vs DOW
-36.0%
+136.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.2% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | +5.8% | -4.1% | +9.9% | +6.2% |
| 3M | -4.5% | -12.4% | +7.9% | -3.2% |
| 6M | +5.7% | -10.6% | +16.4% | +6.7% |
| YTD | +23.1% | +31.1% | -8.0% | +18.5% |
| 1Y | +10.9% | +30.5% | -19.6% | +6.6% |
| 3Y | +96.1% | -34.4% | +130.5% | +111.7% |
| 5Y | +100.1% | -35.5% | +135.6% | +115.3% |
| All | +100.1% | -36.0% | +136.0% | +115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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