+1,268.7%
MO vs XME
+246.2%
+1,022.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -1.2% |
| 7D | -2.0% | +3.6% | -5.6% | -2.6% |
| 30D | -0.3% | +3.6% | -3.9% | -1.0% |
| 3M | -2.9% | +1.2% | -4.2% | -3.7% |
| 6M | +5.8% | +9.0% | -3.3% | +3.1% |
| YTD | +22.0% | +15.9% | +6.1% | +17.2% |
| 1Y | +10.7% | +43.2% | -32.5% | +1.8% |
| 3Y | +94.4% | +137.4% | -43.0% | +60.1% |
| 5Y | +97.2% | +185.0% | -87.9% | +54.3% |
| 10Y | +103.0% | +409.5% | -306.5% | +37.4% |
| All | +1,268.7% | +246.2% | +1,022.5% | +767.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling