+110.9%
MO vs XLU
+140.5%
-29.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.9% |
| 30D | +7.1% | -3.3% | +10.5% | +9.0% |
| 3M | -2.0% | -3.2% | +1.2% | -0.4% |
| 6M | +7.3% | -7.0% | +14.3% | +11.2% |
| YTD | +23.5% | +0.6% | +22.8% | +23.0% |
| 1Y | +11.0% | +2.4% | +8.6% | +9.4% |
| 3Y | +95.0% | +46.3% | +48.7% | +58.6% |
| 5Y | +100.6% | +44.0% | +56.7% | +62.3% |
| All | +110.9% | +140.5% | -29.6% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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