+122.3%
MO vs XLC
+145.0%
-22.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +7.1% | +2.1% | +5.0% | +6.5% |
| 3M | -2.0% | +0.7% | -2.6% | -2.2% |
| 6M | +7.3% | -3.2% | +10.5% | +8.1% |
| YTD | +23.5% | -3.8% | +27.3% | +24.5% |
| 1Y | +11.0% | -2.0% | +13.0% | +11.2% |
| 3Y | +95.0% | +71.4% | +23.6% | +60.2% |
| 5Y | +100.6% | +40.7% | +59.9% | +78.2% |
| All | +122.3% | +145.0% | -22.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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