+94.4%
MO vs RCL
+180.0%
-85.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.0% | -0.5% | -1.6% | -2.0% |
| 30D | -0.3% | -17.3% | +17.1% | -1.1% |
| 3M | -2.9% | -2.8% | -0.2% | -2.8% |
| 6M | +5.8% | -4.4% | +10.2% | +6.0% |
| YTD | +22.0% | -4.2% | +26.2% | +22.0% |
| 1Y | +10.7% | -23.4% | +34.0% | +10.5% |
| 3Y | +94.4% | +179.4% | -85.0% | +87.3% |
| All | +94.4% | +180.0% | -85.6% | +87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling