+225.7%
XLE vs MO
+98.0%
+127.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | +12.6% | -0.3% | +12.9% | +12.6% |
| 3M | +11.8% | -2.9% | +14.8% | +12.2% |
| 6M | +16.1% | +5.8% | +10.3% | +13.2% |
| YTD | +46.9% | +22.0% | +24.9% | +36.6% |
| 1Y | +53.3% | +10.7% | +42.6% | +46.7% |
| 3Y | +54.9% | +94.4% | -39.4% | +17.7% |
| 5Y | +225.7% | +97.2% | +128.5% | +145.6% |
| All | +225.7% | +98.0% | +127.7% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling