+155.5%
MO vs DOW
-28.2%
+183.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +3.3% | +5.2% | -1.9% | +2.7% |
| 30D | +7.5% | +13.2% | -5.7% | +6.0% |
| 3M | +22.8% | +10.1% | +12.7% | +21.2% |
| 6M | +13.4% | -13.1% | +26.4% | +14.8% |
| YTD | +43.0% | +46.1% | -3.1% | +36.0% |
| 1Y | +45.2% | +50.0% | -4.8% | +37.6% |
| 3Y | +145.5% | -20.2% | +165.8% | +155.3% |
| All | +155.5% | -28.2% | +183.7% | +171.0% |
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