+11.0%
MO vs XME
+34.9%
-23.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.1% |
| 7D | +0.1% | -4.2% | +4.4% | -0.6% |
| 30D | +7.1% | -2.7% | +9.9% | +6.7% |
| 3M | -2.0% | -3.9% | +2.0% | -1.3% |
| 6M | +7.3% | -1.0% | +8.3% | +8.2% |
| YTD | +23.5% | +9.8% | +13.6% | +25.0% |
| 1Y | +11.0% | +32.5% | -21.6% | +21.4% |
| All | +11.0% | +34.9% | -23.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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