+53.8%
XLE vs MO
+10.3%
+43.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +8.5% | +3.6% | +4.9% | +7.9% |
| 3M | +14.6% | -3.7% | +18.3% | +14.9% |
| 6M | +17.6% | +4.5% | +13.1% | +15.9% |
| YTD | +48.1% | +21.5% | +26.6% | +41.9% |
| 1Y | +53.8% | +9.5% | +44.3% | +46.9% |
| All | +53.8% | +10.3% | +43.4% | +46.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling