+14,574.0%
MO vs RCL
+5,601.3%
+8,972.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | +3.3% | -1.2% | +4.5% | +3.4% |
| 30D | +7.5% | +17.8% | -10.3% | +5.8% |
| 3M | +22.8% | +4.9% | +17.8% | +21.9% |
| 6M | +13.4% | +23.7% | -10.4% | +10.5% |
| YTD | +43.0% | +17.8% | +25.2% | +38.9% |
| 1Y | +45.2% | +28.9% | +16.3% | +39.6% |
| 3Y | +145.5% | +241.9% | -96.3% | +108.8% |
| 5Y | +157.1% | +295.4% | -138.3% | +108.4% |
| 10Y | +153.3% | +344.1% | -190.8% | +88.5% |
| All | +14,574.0% | +5,601.3% | +8,972.7% | +7,646.3% |
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 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