+91.9%
MO vs XLC
+70.4%
+21.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | -3.7% | -0.3% | -3.4% | -3.7% |
| 6M | +4.5% | -5.2% | +9.7% | +4.9% |
| YTD | +21.5% | -5.3% | +26.8% | +21.9% |
| 1Y | +9.5% | -2.8% | +12.3% | +9.6% |
| All | +91.9% | +70.4% | +21.5% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling