+103.0%
MO vs XLP
+102.6%
+0.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.4% |
| 7D | -2.0% | -1.4% | -0.6% | -0.6% |
| 30D | -0.3% | -1.3% | +1.0% | +1.0% |
| 3M | -2.9% | +1.8% | -4.8% | -4.4% |
| 6M | +5.8% | -0.8% | +6.6% | +6.8% |
| YTD | +22.0% | +9.5% | +12.5% | +12.3% |
| 1Y | +10.7% | +7.2% | +3.5% | +3.9% |
| 3Y | +94.4% | +27.1% | +67.2% | +53.8% |
| 5Y | +97.2% | +32.0% | +65.1% | +48.3% |
| 10Y | +103.0% | +102.9% | +0.1% | -3.4% |
| All | +103.0% | +102.6% | +0.4% | -3.4% |
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