+335.1%
MO vs RNG
+305.9%
+29.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.4% |
| 7D | -2.4% | -4.1% | +1.6% | -2.3% |
| 30D | +3.6% | +8.6% | -5.1% | +3.4% |
| 3M | -3.7% | +78.0% | -81.7% | -4.7% |
| 6M | +4.5% | +67.0% | -62.5% | +3.4% |
| YTD | +21.5% | +142.4% | -120.9% | +19.1% |
| 1Y | +9.5% | +120.4% | -110.9% | +7.5% |
| 3Y | +93.6% | +122.1% | -28.6% | +89.0% |
| 5Y | +97.5% | -69.8% | +167.3% | +98.9% |
| 10Y | +111.2% | +223.4% | -112.2% | +92.9% |
| All | +335.1% | +305.9% | +29.2% | +295.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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