+150.5%
MO vs RL
+245.5%
-95.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +6.5% | +7.6% | -1.1% | +6.1% |
| 3M | +18.3% | -1.5% | +19.8% | +18.4% |
| 6M | +15.6% | +12.1% | +3.5% | +14.7% |
| YTD | +38.8% | +13.9% | +24.9% | +37.4% |
| 1Y | +41.6% | +20.7% | +21.0% | +39.6% |
| 3Y | +138.2% | +260.6% | -122.3% | +104.3% |
| 5Y | +150.5% | +248.9% | -98.4% | +110.4% |
| All | +150.5% | +245.5% | -95.0% | +110.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 5y: compounded portfolio wealth divided by compounded RL 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…
5y analysis · Full analysis span regression · 6 months rolling