+2,706.2%
MO vs XLP
+523.7%
+2,182.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.2% |
| 7D | +0.3% | -1.0% | +1.4% | +1.3% |
| 30D | +0.6% | -0.9% | +1.5% | +1.5% |
| 3M | -1.0% | +3.8% | -4.8% | -4.0% |
| 6M | +4.3% | -1.7% | +6.1% | +6.2% |
| YTD | +23.3% | +10.3% | +13.0% | +13.4% |
| 1Y | +10.5% | +7.8% | +2.7% | +3.6% |
| 3Y | +96.3% | +27.2% | +69.1% | +58.3% |
| 5Y | +98.9% | +32.5% | +66.4% | +53.6% |
| 10Y | +103.6% | +101.8% | +1.8% | +9.6% |
| All | +2,706.2% | +523.7% | +2,182.6% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling