+14,144.8%
MO vs RCL
+5,893.7%
+8,251.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -0.8% | +8.5% | -9.3% | -1.6% |
| 30D | +6.5% | +20.4% | -13.9% | +4.5% |
| 3M | +18.3% | +11.0% | +7.3% | +16.9% |
| 6M | +15.6% | +24.9% | -9.3% | +12.6% |
| YTD | +38.8% | +23.9% | +14.9% | +34.2% |
| 1Y | +41.6% | +30.8% | +10.8% | +36.0% |
| 3Y | +138.2% | +270.4% | -132.2% | +101.0% |
| 5Y | +150.5% | +296.1% | -145.6% | +103.2% |
| 10Y | +146.1% | +375.0% | -229.0% | +82.0% |
| All | +14,144.8% | +5,893.7% | +8,251.1% | +7,384.5% |
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