+110.3%
MO vs RCL
+344.1%
-233.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | -2.5% | +1.5% | -0.8% |
| 30D | +5.8% | -15.7% | +21.5% | +7.5% |
| 3M | -4.5% | -3.6% | -0.9% | -4.3% |
| 6M | +5.7% | -8.7% | +14.4% | +6.1% |
| YTD | +23.1% | -6.2% | +29.3% | +22.3% |
| 1Y | +10.9% | -22.9% | +33.8% | +12.4% |
| 3Y | +96.1% | +173.6% | -77.5% | +66.1% |
| 5Y | +100.1% | +226.6% | -126.5% | +59.4% |
| All | +110.3% | +344.1% | -233.8% | +52.8% |
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