+2,511.9%
MO vs RCAT
-100.0%
+2,611.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.9% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +0.6% | -3.3% | +4.0% | +0.6% |
| 3M | -1.0% | -43.2% | +42.2% | -1.0% |
| 6M | +4.3% | -43.2% | +47.5% | +4.4% |
| YTD | +23.3% | +5.5% | +17.7% | +23.2% |
| 1Y | +10.5% | -1.6% | +12.1% | +10.4% |
| 3Y | +96.3% | +773.7% | -677.4% | +95.7% |
| 5Y | +98.9% | +187.6% | -88.7% | +98.4% |
| 10Y | +103.6% | -98.5% | +202.1% | +102.3% |
| All | +2,511.9% | -100.0% | +2,611.9% | +2,460.1% |
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