+181.3%
XLE vs MO
+103.2%
+78.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +0.3% | -2.4% | +2.7% | +1.4% |
| 30D | +8.5% | +3.6% | +4.9% | +6.7% |
| 3M | +14.6% | -3.7% | +18.3% | +15.6% |
| 6M | +17.6% | +4.5% | +13.1% | +13.9% |
| YTD | +48.1% | +21.5% | +26.6% | +33.4% |
| 1Y | +53.8% | +9.5% | +44.3% | +44.8% |
| 3Y | +56.2% | +93.6% | -37.4% | +8.4% |
| 5Y | +227.7% | +97.5% | +130.2% | +121.2% |
| 10Y | +181.3% | +111.2% | +70.1% | +64.1% |
| All | +181.3% | +103.2% | +78.1% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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