+41.6%
MO vs XLP
+22.3%
+19.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -0.8% | +2.3% | -3.1% | -3.2% |
| 30D | +6.5% | +9.1% | -2.6% | -3.1% |
| 3M | +18.3% | +7.9% | +10.5% | +9.0% |
| 6M | +15.6% | +9.6% | +6.0% | +5.2% |
| YTD | +38.8% | +19.4% | +19.4% | +15.2% |
| 1Y | +41.6% | +22.4% | +19.3% | +15.4% |
| All | +41.6% | +22.3% | +19.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling