+97.5%
MO vs RMD
-22.6%
+120.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | -2.4% | -4.7% | +2.3% | -2.1% |
| 30D | +3.6% | +0.2% | +3.3% | +3.5% |
| 3M | -3.7% | +12.0% | -15.7% | -4.6% |
| 6M | +4.5% | -12.5% | +17.0% | +5.1% |
| YTD | +21.5% | -7.9% | +29.4% | +21.7% |
| 1Y | +9.5% | -20.4% | +29.9% | +10.7% |
| 3Y | +93.6% | +53.1% | +40.5% | +84.3% |
| All | +97.5% | -22.6% | +120.0% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling