+100.1%
MO vs RRC
+150.0%
-49.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | -1.0% | -1.2% | +0.1% | -0.9% |
| 30D | +5.8% | +3.0% | +2.8% | +5.6% |
| 3M | -4.5% | +7.3% | -11.8% | -5.0% |
| 6M | +5.7% | +3.6% | +2.2% | +5.4% |
| YTD | +23.1% | +19.4% | +3.7% | +21.7% |
| 1Y | +10.9% | +21.4% | -10.5% | +9.4% |
| 3Y | +96.1% | +32.8% | +63.4% | +90.3% |
| 5Y | +100.1% | +152.0% | -51.9% | +83.3% |
| All | +100.1% | +150.0% | -49.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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