+2,706.2%
MO vs XLB
+822.6%
+1,883.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +0.3% | -1.4% | +1.7% | +0.8% |
| 30D | +0.6% | -0.4% | +1.0% | +0.7% |
| 3M | -1.0% | +2.0% | -2.9% | -1.9% |
| 6M | +4.3% | +1.8% | +2.5% | +3.3% |
| YTD | +23.3% | +16.6% | +6.7% | +16.1% |
| 1Y | +10.5% | +16.9% | -6.5% | +3.8% |
| 3Y | +96.3% | +32.6% | +63.7% | +74.3% |
| 5Y | +98.9% | +35.6% | +63.2% | +73.4% |
| 10Y | +103.6% | +160.0% | -56.4% | +39.9% |
| All | +2,706.2% | +822.6% | +1,883.6% | +1,017.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling