+17,245.8%
MO vs RRC
+1,510.8%
+15,735.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +3.3% | +6.4% | -3.1% | +3.0% |
| 30D | +7.5% | +23.9% | -16.3% | +6.3% |
| 3M | +22.8% | +30.2% | -7.4% | +21.0% |
| 6M | +13.4% | +26.3% | -12.9% | +11.8% |
| YTD | +43.0% | +48.1% | -5.1% | +39.8% |
| 1Y | +45.2% | +37.7% | +7.6% | +42.5% |
| 3Y | +145.5% | +60.3% | +85.2% | +137.6% |
| 5Y | +157.1% | +135.3% | +21.8% | +140.9% |
| 10Y | +153.3% | +73.3% | +80.0% | +127.6% |
| All | +17,245.8% | +1,510.8% | +15,735.0% | +14,050.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling