+153.3%
MO vs RCL
+338.4%
-185.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.6% | +1.1% |
| 7D | +0.4% | -0.2% | +0.7% | +0.4% |
| 30D | +8.9% | +14.4% | -5.5% | +7.4% |
| 3M | +23.0% | +5.2% | +17.8% | +22.1% |
| 6M | +15.0% | +26.1% | -11.2% | +11.8% |
| YTD | +41.7% | +17.4% | +24.3% | +37.5% |
| 1Y | +43.3% | +24.7% | +18.6% | +37.9% |
| 3Y | +143.2% | +250.9% | -107.8% | +100.6% |
| 5Y | +154.7% | +293.8% | -139.1% | +99.4% |
| All | +153.3% | +338.4% | -185.0% | +90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 10y: compounded portfolio wealth divided by compounded RCL 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…
10y analysis · Full analysis span regression · 6 months rolling