+12,550.8%
MO vs RCL
+4,549.4%
+8,001.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | +0.3% | -5.1% | +5.4% | +0.8% |
| 30D | +0.6% | -19.0% | +19.6% | +2.7% |
| 3M | -1.0% | -9.6% | +8.6% | -0.2% |
| 6M | +4.3% | -6.7% | +11.0% | +4.4% |
| YTD | +23.3% | -3.9% | +27.2% | +22.3% |
| 1Y | +10.5% | -25.1% | +35.5% | +12.2% |
| 3Y | +96.3% | +179.1% | -82.9% | +70.3% |
| 5Y | +98.9% | +243.3% | -144.4% | +63.5% |
| 10Y | +103.6% | +325.8% | -222.2% | +52.3% |
| All | +12,550.8% | +4,549.4% | +8,001.4% | +6,724.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling