+5,892.5%
MO vs RY
+11,573.6%
-5,681.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +0.3% | +3.1% | -2.8% | -0.5% |
| 30D | +0.6% | -0.3% | +1.0% | +0.7% |
| 3M | -1.0% | +8.7% | -9.6% | -3.5% |
| 6M | +4.3% | +28.5% | -24.2% | -3.2% |
| YTD | +23.3% | +25.1% | -1.8% | +15.0% |
| 1Y | +10.5% | +46.3% | -35.8% | -1.6% |
| 3Y | +96.3% | +154.9% | -58.7% | +47.4% |
| 5Y | +98.9% | +140.3% | -41.4% | +51.1% |
| 10Y | +103.6% | +377.0% | -273.4% | +27.4% |
| All | +5,892.5% | +11,573.6% | -5,681.1% | +1,636.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling