+2,702.6%
MO vs XLU
+623.5%
+2,079.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -1.0% | -1.2% | +0.2% | -0.5% |
| 30D | +5.8% | -2.5% | +8.3% | +7.1% |
| 3M | -4.5% | -2.7% | -1.8% | -3.3% |
| 6M | +5.7% | -7.5% | +13.2% | +9.7% |
| YTD | +23.1% | +0.9% | +22.2% | +22.5% |
| 1Y | +10.9% | +3.3% | +7.6% | +9.0% |
| 3Y | +96.1% | +47.3% | +48.8% | +61.0% |
| 5Y | +100.1% | +44.4% | +55.7% | +64.0% |
| 10Y | +114.0% | +140.8% | -26.8% | +35.1% |
| All | +2,702.6% | +623.5% | +2,079.1% | +958.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling