+54.9%
XLE vs MO
+95.5%
-40.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.3% |
| 7D | 0.0% | -2.0% | +2.0% | +0.3% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +11.8% | -2.9% | +14.8% | +12.1% |
| 6M | +16.1% | +5.8% | +10.3% | +14.5% |
| YTD | +46.9% | +22.0% | +24.9% | +41.1% |
| 1Y | +53.3% | +10.7% | +42.6% | +49.4% |
| 3Y | +54.9% | +94.4% | -39.4% | +30.5% |
| All | +54.9% | +95.5% | -40.6% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling