+3,461.0%
MO vs RL
+1,366.2%
+2,094.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | +0.3% | -0.8% | +1.1% | +0.4% |
| 30D | +0.6% | -7.8% | +8.4% | +1.6% |
| 3M | -1.0% | -4.0% | +3.0% | -0.8% |
| 6M | +4.3% | -1.9% | +6.2% | +3.9% |
| YTD | +23.3% | -0.2% | +23.4% | +22.3% |
| 1Y | +10.5% | +10.7% | -0.2% | +8.0% |
| 3Y | +96.3% | +210.8% | -114.5% | +63.9% |
| 5Y | +98.9% | +238.2% | -139.3% | +61.3% |
| 10Y | +103.6% | +313.4% | -209.8% | +54.9% |
| All | +3,461.0% | +1,366.2% | +2,094.9% | +2,220.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling