+97.5%
MO vs XLB
+34.4%
+63.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.1% |
| 7D | -2.4% | -2.9% | +0.5% | -1.7% |
| 30D | +3.6% | -3.4% | +7.0% | +4.5% |
| 3M | -3.7% | +1.6% | -5.3% | -4.2% |
| 6M | +4.5% | +3.6% | +0.9% | +3.2% |
| YTD | +21.5% | +14.2% | +7.3% | +16.5% |
| 1Y | +9.5% | +15.6% | -6.1% | +4.6% |
| 3Y | +93.6% | +33.1% | +60.5% | +73.9% |
| All | +97.5% | +34.4% | +63.0% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling