+3,992.7%
MO vs RL
+1,536.1%
+2,456.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | +0.4% | +2.4% | -1.9% | +0.1% |
| 30D | +8.9% | +4.6% | +4.3% | +8.2% |
| 3M | +23.0% | -1.1% | +24.1% | +23.0% |
| 6M | +15.0% | +16.5% | -1.6% | +12.2% |
| YTD | +41.7% | +11.4% | +30.3% | +38.6% |
| 1Y | +43.3% | +16.1% | +27.2% | +39.3% |
| 3Y | +143.2% | +252.6% | -109.4% | +99.8% |
| 5Y | +154.7% | +244.9% | -90.2% | +106.4% |
| 10Y | +151.0% | +342.4% | -191.3% | +89.2% |
| All | +3,992.7% | +1,536.1% | +2,456.6% | +2,528.2% |
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