+10.9%
MO vs XLB
+14.3%
-3.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.6% | +1.4% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | +5.8% | -4.7% | +10.4% | +6.2% |
| 3M | -4.5% | +2.7% | -7.2% | -4.7% |
| 6M | +5.7% | +2.6% | +3.1% | +5.3% |
| YTD | +23.1% | +12.8% | +10.3% | +19.9% |
| 1Y | +10.9% | +14.0% | -3.0% | +6.8% |
| All | +10.9% | +14.3% | -3.3% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling