+111.2%
MO vs RY
+372.5%
-261.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +3.6% | -1.9% | +5.5% | +4.3% |
| 3M | -3.7% | +5.1% | -8.8% | -6.2% |
| 6M | +4.5% | +28.2% | -23.7% | -6.9% |
| YTD | +21.5% | +22.9% | -1.4% | +10.1% |
| 1Y | +9.5% | +45.5% | -36.0% | -8.3% |
| 3Y | +93.6% | +156.7% | -63.1% | +20.5% |
| 5Y | +97.5% | +137.7% | -40.2% | +25.9% |
| 10Y | +111.2% | +375.5% | -264.4% | -5.4% |
| All | +111.2% | +372.5% | -261.4% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling