+110.3%
MO vs XLB
+162.9%
-52.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.9% |
| 7D | -1.0% | -3.5% | +2.5% | +0.6% |
| 30D | +5.8% | -4.7% | +10.4% | +8.0% |
| 3M | -4.5% | +2.7% | -7.2% | -5.9% |
| 6M | +5.7% | +2.6% | +3.1% | +3.9% |
| YTD | +23.1% | +12.8% | +10.3% | +15.6% |
| 1Y | +10.9% | +14.0% | -3.0% | +3.5% |
| 3Y | +96.1% | +31.5% | +64.7% | +67.5% |
| 5Y | +100.1% | +33.4% | +66.7% | +66.3% |
| All | +110.3% | +162.9% | -52.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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