+147.7%
MO vs RVMD
+636.2%
-488.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -2.4% | -0.7% | -1.7% | -2.4% |
| 30D | +3.6% | +0.3% | +3.2% | +3.6% |
| 3M | -3.7% | +38.9% | -42.6% | -4.5% |
| 6M | +4.5% | +108.1% | -103.6% | +2.4% |
| YTD | +21.5% | +160.7% | -139.2% | +18.0% |
| 1Y | +9.5% | +407.3% | -397.8% | +4.0% |
| 3Y | +93.6% | +546.6% | -453.0% | +80.1% |
| 5Y | +97.5% | +579.8% | -482.3% | +81.6% |
| All | +147.7% | +636.2% | -488.5% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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