+40.6%
MO vs XLP
+22.1%
+18.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.6% |
| 3M | +12.7% | +7.5% | +5.2% | +4.2% |
| 6M | +14.8% | +9.4% | +5.3% | +4.7% |
| YTD | +37.8% | +19.3% | +18.6% | +14.6% |
| All | +40.6% | +22.1% | +18.5% | +14.8% |
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