+145.5%
MO vs RMD
+69.3%
+76.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.9% |
| 7D | +3.3% | +2.1% | +1.2% | +3.2% |
| 30D | +7.5% | +2.1% | +5.5% | +7.3% |
| 3M | +22.8% | +6.2% | +16.5% | +22.2% |
| 6M | +13.4% | +19.4% | -6.0% | +11.9% |
| YTD | +43.0% | +0.5% | +42.5% | +41.9% |
| 1Y | +45.2% | -3.9% | +49.2% | +44.4% |
| 3Y | +145.5% | +72.5% | +73.0% | +136.1% |
| All | +145.5% | +69.3% | +76.2% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling