+135.5%
MO vs XLP
+130.4%
+5.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.3% |
| 7D | -1.8% | +0.1% | -1.8% | -1.9% |
| 30D | +5.8% | +8.9% | -3.2% | -2.6% |
| 3M | +12.7% | +7.5% | +5.2% | +5.2% |
| 6M | +14.8% | +9.4% | +5.3% | +5.5% |
| YTD | +37.8% | +19.3% | +18.6% | +17.0% |
| 1Y | +39.5% | +21.7% | +17.7% | +16.0% |
| 3Y | +136.1% | +44.0% | +92.1% | +66.1% |
| 5Y | +148.5% | +42.8% | +105.8% | +73.7% |
| 10Y | +135.5% | +128.8% | +6.7% | +0.5% |
| All | +135.5% | +130.4% | +5.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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