+2,901.9%
MO vs RCAT
-100.0%
+3,001.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.3% | +9.0% | +0.7% |
| 7D | +0.4% | +15.6% | -15.1% | +0.4% |
| 30D | +8.9% | -24.1% | +33.0% | +8.9% |
| 3M | +23.0% | -61.9% | +84.8% | +23.0% |
| 6M | +15.0% | -64.3% | +79.3% | +15.0% |
| YTD | +41.7% | -50.4% | +92.1% | +41.7% |
| 1Y | +43.3% | -54.0% | +97.3% | +43.3% |
| 3Y | +143.2% | +347.2% | -204.0% | +142.6% |
| 5Y | +154.7% | +45.7% | +109.0% | +154.2% |
| 10Y | +151.0% | -99.7% | +250.8% | +149.5% |
| All | +2,901.9% | -100.0% | +3,001.9% | +2,843.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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